The subject of the Passive Voice is changed into the object of the Active Voice. Also, the object of the Passive Voice is changed into the subject of the Active Voice.
The removal of the "to be" verb and the preposition 'by' is necessary while changing the voice of the sentence from Passive to Active.
The Passive voice in this question is in Present Continuous tense. Thus, the Active voice will also be in Present Continuous.
In Passive voice, the format is: Object of the Active voice (Subjective case) + am/is/are + being + V3 + by + Subject of the Active voice (Objective case).
Thus, the format of Active voice is: Subject + am/is/are + V1 + ing + Object.
For example:
A document is being typed by Arnab. (Passive Voice)
Arnab is typing a document. (Active Voice)
The options except (d) don't follow the correct grammatical format of the Active Voice.
Therefore, the correct answer is option (d): They are building a new gallery inside the city stadium.