New-AzFrontDoorWafPolicy cmdlet is used to configure a security policy with already created rules in the specific resource group containing the Front Door profile.
Option A is correct. New-AzFrontDoorWafPolicy is the right command.
Option B is incorrect. Set-AzFrontDoorWafPolicy is not the right command to configure the security policy.
Option C is incorrect. New-AzFrontDoorPolicy is not the right command.
Option D is incorrect. New-AzureFrontDoorWafPolicy is not a valid command in Azure PowerShell.
Reference:
https://docs.microsoft.com/en-us/azure/web-application-firewall/afds/waf-front-door-custom-rules- powershell?WT.mc_id=modinfra-33046-thmaure