If internuclear axis is Z axis then HOMO orbital(s) of $\text{ HOMO }$is :

A bond is created when two atoms interact and come together. A new orbital is created when the atomic orbital combine. Molecular orbital are the newly created orbital. Atomic orbital that have the same energy levels and symmetry give rise to molecular orbital. Atomic orbital become atomized when molecular orbits are created. Each and every nucleus of the molecules has an electron in each of their molecular orbits. The number of mixed atomic orbital is the same as the number of generated molecular orbital. Molecules have bonding, anti-bonding, and non-bonding orbital. Anti-bonding orbital have a lower energy than bonding orbital. Every molecular orbital can be described by a wave function that has a particular set of quantum numbers attached to it. That is packed with electrons

$\mathrm{HOMO}\text{ of }\mathrm{CO}\to {\sigma }_{nb};\text{ LUMO of }\mathrm{CO}\to {\pi }^{\ast }$

Hence, the option B is correct.