Titles of books and periodicals in the works cited list
a.) quotation marks around
b.) bold face
c.) underline
d.) all caps

A) quotations marks

Tip: I'm not sure if that's what your school does, but mine does. I normally do Quotations and italics. 

C. Underlined, although you should use italics (instead of underlining) for titles of larger works (books, magazines) and quotation marks for titles of shorter works (poems, articles).