Step 1: Use the unsaturation test:
Decolourisation means bromine is used up in an addition reaction. Only compounds with localised pi bonds react this way at room temperature.
Step 2: Sort the four compounds:
Ethene, ethyne and cyclohexene have localised pi bonds. Benzene has a closed loop of 6 delocalised pi electrons that is very stable, and it needs a catalyst such as $\text{FeBr}_3$ for substitution.
Step 3: Pick:
Option C, benzene, is the compound that leaves bromine water unchanged.
Final Answer:
Only benzene lacks a localised C=C bond, so bromine water stays coloured.
\[ \boxed{\text{(C) }\text{Benzene}} \]