Quando há um combate desse tipo, não é como se houvesse uma luta seguida da outra (como está sugerindo seu amigo). Na verdade, a sua criatura está lutando com todas as defensoras simultaneamente. Se nenhuma tivesse iniciativa, a sua criatura dividiria o dano entre todas as defensoras, e as defensoras dariam a totalidade do dano. Porém, quando a sua criatura tem iniciativa, ela dá dano numa fase anterior à fase de dano normal. Se todas as criaturas do combate tivessem iniciativa (a sua e as dele), então o combate se daria exatamente da mesma maneira.
No seu caso, sua criatura, como tem iniciativa, dá dano numa fase anterior às dele. Como sua criatura dá dano o bastante pra derrotar todos os defensores, então ela não sofre dano de retaliação. Alternativa A
Referência:
https://www.reddit.com/r/magicTCG/comments/mmu40/how_does_first_strike_resolve_with_multiple/
O cara que respondeu à pergunta nesse post colocou muito bem como funciona, recomendo que leia. As regras que explicam como isso funciona estão nas compreensive rules e eu listei abaixo:
510.1c A blocked creature assigns its combat damage to the creatures blocking it. If no creatures are currently blocking it (if, for example, they were destroyed or removed from combat), it assigns no combat damage. If exactly one creature is blocking it, it assigns all its combat damage to that creature. If two or more creatures are blocking it, it assigns its combat damage to those creatures according to the damage assignment order announced for it. This may allow the blocked creature to divide its combat damage. However, it can't assign combat damage to a creature that's blocking it unless, when combat damage assignments are complete, each creature that precedes that blocking creature in its order is assigned lethal damage. When checking for assigned lethal damage, take into account damage already marked on the creature and damage from other creatures that's being assigned during the same combat damage step, but not any abilities or effects that might change the amount of damage that's actually dealt. An amount of damage that's greater than a creature's lethal damage may be assigned to it.
510.5. If at least one attacking or blocking creature has first strike (see rule 702.7) or double strike (see rule 702.4) as the combat damage step begins, the only creatures that assign combat damage in that step are those with first strike or double strike. After that step, instead of proceeding to the end of combat step, the phase gets a second combat damage step. The only creatures that assign combat damage in that step are the remaining attackers and blockers that had neither first strike nor double strike as the first combat damage step began, as well as the remaining attackers and blockers that currently have double strike. After that step, the phase proceeds to the end of combat step.