Hydrogen Bonding

In a hydrogen bond X–H$\cdots$Y, the hydrogen atom is covalently bonded to the strongly electronegative atom X.
X pulls the shared electron pair towards itself, so X gets a partial negative charge (electron density increases on X) and H gets a partial positive charge (electron density on H decreases): $X^{\delta-}-H^{\delta+}$.
This partially positive H is then attracted by the lone pair of the electronegative atom Y of another molecule, forming the hydrogen bond.
So electron density on X will increase and on H will decrease.

Hydrogen bonding occurs when H is bonded to a small, highly electronegative atom (F, O or N). HBr and HCl do not form significant hydrogen bonds.
Water forms a three-dimensional hydrogen-bonded network (each molecule can form up to four hydrogen bonds), as in ice, rather than a simple linear chain.
As per the answer key, ammonia is taken as the compound forming a linear (chain) association through N–H$\cdots$N hydrogen bonds.
(The classic example of a linear (zig-zag) hydrogen-bonded polymer is HF, which is not among the options.)
So, as per the answer key, the answer is $NH_3$.