Correct option (A) Broke out
Broke out : (to start suddenly) 'Correct and relevant' option because it is used for 'wars' and 'diseases' e.g. cholera broke out in Surat in 1985.
Set out : (to start)
it is different because it is used when one leaves for somewhere
e.g. He set out on his long voyage to Achilese.
took out : (incorrect use)
Because it means differently. e.g. He took out a one rupee coin to give to the beggar.
Went out : (Incorrect use) Because meaning is different
e.g. : The light went out when I was preparing for my Board Exams.