You need to create a State Service application

You have a SharePoint Server 2010 Service Pack 1 (SP1) server farm. You need to create a State
Service application. What should you do?

A.
From Windows PowerShell, in the Set-SPStateServiceApplication cmdlet.

B.
From a command prompt, run the SharePoint Products Configuration Wizard.

C.
From Central Administration, run the Farrm Configuration Wizard.

D.
From a command prompt, run stsadm.exe and specify the deploy solution operation.

Explanation:
Ref: http://technet.microsoft.com/en-us/library/ee704548.aspx