The correct answer is A) A white light over a red light and anchor lights. According to the International and Inland Navigation Rules, an anchored vessel on pilotage duty must display a white masthead light over a red light, as well as anchor lights. The white light over the red light indicates that the vessel is engaged in pilotage duties, while the anchor lights show that the vessel is anchored. The other options are incorrect because a stern light only (C) or anchor lights only (D) would not properly indicate the vessel's status as being on pilotage duty, and a white light over a red light only (B) would not include the required anchor lights.