The correct answer is A) Ursa Major. The constellation that contains the pointer stars is Ursa Major, also known as the "Big Dipper." The two stars at the end of the "dipper" are called the "pointer stars" and they point directly to the North Star, which is important for navigation. This knowledge is relevant for the US Coast Guard Captain's License Examinations, as being able to identify and use celestial navigation is a key skill for mariners. The other answer choices are incorrect because Orion (B) does not contain the pointer stars, the Southern Cross (C) is a southern celestial constellation not visible from most of the United States, and Pegasus (D) is a different constellation that does not include the pointer stars.