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Correct answer is D - gold kicked 'from kick off' (which is important in this situation), blue caught and maul formed immediately. If ball doesn't come out then scrum awarded to kicker (gold).
If this was a kick in general play and a maul was formed without the blue catcher having the opportunity to dispense of the ball (another important part), then resultant scrum is to blue.
Just to add to the confusion, if blue had opportunity to dispense or play the ball after the catch, then resultant scrum would be to kicking (gold) team.
All relatively simple if we look at the intent of the law I.e. who is rewarded for what.
See not so easy, but we are here all season to try and help you see it from our way.