A light from a point source is incident on it can be made a parallel beam by which of the following?

When the light rays from a point source are incident on the concave mirror and the convex lens, the emergent beams are parallel, and the image is formed at infinity. Convex mirrors and concave lenses, on the other hand, always create a virtual image. Emergent beams from these are not parallel but diverge when the object is kept in focus. 

Hence Option (d) concave mirror and a concave lens, is correct.