The correct answer is E. shi. The sentence "Mutane sun tafi da Bello" means "People have gone with Bello". The word "shi" is a pronoun that means "him" or "it", and it is used to indicate possession or association. In this sentence, "shi" is used to indicate that Bello is the one with whom the people have gone. Therefore, the correct answer is E. shi. The word "shi" is often used in Hausa to indicate possession or association, similar to the word "his" or "him" in English. For example: "shi na tafi" means "he has gone", and "shi ya dauki" means "he took it".