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Em dashes are meant to indicate brief pauses within a running sentence. If you were to include one within a quote, it would go wherever a person pauses for an extended period of time (at least longer than the person would normally take to start their next word).
In your first answer choice, the reader is put under the impression that the em dashes used between "I", "uh", and "am" are pauses, as if Carla was at a brief loss for words. Since she likely paused and said "uh" while thinking of the next thing to say, this is the correct use of the em dash.
In your second answer choice, an em dash wouldn't be appropriate. It's not likely that Bianca would stop her sentence midway, pause, then tell Nawal to duck before the frisbee would hit his head. She likely stopped her sentence and immediately told him to duck instead.
In your third answer, this sentence doesn't even require a dash anywhere. There isn't a need for a pause between "shrieked" and "Laura".
In your fourth answer, this is also an incorrect use of an em dash. There wouldn't be a dash before "exclaimed" in this sentence.
Your answer will be your first option.
Hope this helped you out! :-)