Which sentence is correctly capitalized and punctuated?

a) She came to me and said, ''I am not tired. I am exhausted. Why don't you leave me alone"?

b) she came to me and said ''I am not tired. I am exhausted. Why don't you leave me alone?"

c) She came to me and said, ''I am not tired. I am exhausted. Why don't you leave me alone?"

d) she came to me and said: ''I am not tired. I am exhausted. Why don't you leave me alone?"

e) She came to me and said: ''I am not tired. I am exhausted. Why don't you leave me alone?"