Option A is the correct solution because it relies on native Amazon Bedrock capabilities to deliver transparency, auditability, scalability, and low latency with minimal operational overhead. Amazon Bedrock Knowledge Bases provide a fully managed Retrieval Augmented Generation (RAG) implementation that automatically handles document ingestion, embedding, retrieval, and source attribution, enabling the application to cite authoritative content without building custom pipelines.

Enabling tracing for Amazon Bedrock Agents provides end-to-end visibility into agent reasoning steps, tool usage, and model interactions. This satisfies the requirement for comprehensive audit trails and supports regulatory review in financial services environments. Structured prompts further ensure that responses explicitly present reasoning and supporting evidence in a controlled, auditable format.

Using Amazon API Gateway and AWS Lambda allows the application to scale automatically to thousands of concurrent users without capacity planning. These services are designed for bursty workloads and can easily support the stated requirement of up to 10,000 concurrent users. Amazon CloudFront reduces latency by caching and accelerating content delivery, helping the application meet the strict 2-second response-time requirement.

Option B introduces a custom RAG pipeline with OpenSearch, increasing operational complexity and maintenance effort. Option C lacks native RAG integration and does not provide transparent reasoning or citation management. Option D focuses on offline compliance reporting rather than real-time transparency and low-latency responses.

Therefore, Option A best meets all requirements while minimizing infrastructure and operational overhead.