Dada was an art movement that grew out of abstract and modernist movements in the early twentieth century. One of the most famous dadaist artists was Marcel Duchamp, a frenchman who began his career in a cubist vein, but then sought to make art that was less "retinal," or simply pleasing to the eye. Duchamp's art work challenged the very notion of what was "art," as in his 1917 "Fountain," a urinal Duchamp placed in the middle of a gallery space and only attributed as "R Mutt."

The Spanish Juan Gris arrived in Paris in 1906 and helped develop the style known as Cubism with fellow young artists Georges Braque and Fernand Léger, and under the influence of Gris' fellow Spaniard, Pablo Picasso. Fittingly, one of Gris' signature cubist portraits is of Picasso himself, with a clear depiction of the painter that also features a cubist deconstruction of his clothing and surroundings.

Figure: Portrait of Pablo Picasso by Juan Gris (1912)

Cubism, the style employed by Juan Gris in the painting seen here, was part of the broader trend of modernism, which was concerned with technological innovation, new ways of thinking, and breaking with tradition. A style which took many of modernism's and cubism's precepts even further was the Italian movement known as Futurism. As much a political movement as an artistic one, Futurism embraced machine age technology, progress, and activity in a cross-artistic style heavily indebted to cubism's breakthroughs.

Figure: Portrait of Pablo Picasso by Juan Gris (1912)

Pop Art was a twentieth-century art movement defined by the way it repurposed and engaged with everyday, common forms of art, like advertisements and comic books. The other answer describes elements of cubism (viewing  three-dimensional shapes from different perspectives at once).

The Dada school developed during the last years of World War I. Duchamp acted as a major contributor to the Dada school, and his work Fountain was one of the movement's best-known and most controversial works of art. 

Winslow Homer, J.M.W. Turner, and Eugène Delacroix are known as impressionist painters. Frank Weston Benson is known for realistic paintings, American impressionism, watercolors and etchings. Someone familiar with the works of Pablo Picasso and the specific style that Cubism entails should be able to deduce that Pablo Picasso, of the choices given, is known as the father of Cubism.

Dali is the only Spanish Surrealist artist in this list. Though Goya created many dream-like paintings in his Black Period, it does not fit the century specified, and Giorgio de Chirico is of Italian decent.

This work, Self-Portrait as a Soldier, features vivid colors, slightly abstract forms, and a generally dark tone, all hallmarks of the German Expressionism that flourished in 1920s Weimar Germany. Ernst Ludwig Kirchner, the painter of this work, was one of the leading figures of the movement, helping shape the group known as "Die Brücke," or The Bridge, which was a significant part of Expressionism.

Image is in the public domain, accessed through Wikipedia Media Commons: https://commons.wikimedia.org/wiki/File:Kirchner_-_Selbstbildnis_als_Soldat.jpg

Henri Matisse was one of the revolutionary artists of the early twentieth century, reshaping and influencing the course of painting. Matisse was heavily influenced by Impressionism and early Abstract art, but often used abstract shapes and forms to enhance somewhat realistic depictions. In Goldfish, Matisse quite clearly presents fish in a bowl, but uses abstract shapes around it to create an unnatural and alluring perspective.

Henri Matisse was one of the leaders of Fauvism, an abstract art movement that had its fullest flowering in the first decade of the twentieth century. As compared to other abstract movements, Fauvism utilized largely representational forms, but exaggerated and heightened use of color brought more abstraction to their works. The Goldfish, shown here, shows many of the signature elements of Fauvism.