The question asks for the opposite (le contraire) of finir, which means "to finish" or "to end." The opposite of finishing something is beginning or starting it, which in French is commencer.
This is a standard antonym pair in French: finir (to finish) <-> commencer (to begin/start).
The other options are not antonyms of finir:
arrêter means "to stop." While related to the idea of ending, stopping is not the opposite of finishing - it means to halt an action in progress, not to begin one.
manger means "to eat," which is semantically unrelated.
démolir means "to demolish" or "to tear down," which is also unrelated to the concept of finishing.
Common antonym pairs to know for French examinations: commencer/finir, ouvrir/fermer, monter/descendre, arriver/partir, entrer/sortir.