The correct answer is A) Massachusetts Bay.
The New England colony that had a governor that was not appointed by the King of England was the Massachusetts Bay.
Plymouth, in the Massachusetts Bay colony, created its own form of government through the Mayflower Compact. The Puritans were the first ones that arrived at the coast of Massachusetts. They were looking for a safe place to practice their religious beliefs after being persecuted by the Church of England.
While traveling in the Mayflower ship, the Puritans drafted a simpler type of Constitution called the Mayflower Compact. That was their first form of self-government.
