The correct choice is (a) True
For explanation I would say: f(g(m))=A_1 g(m)+c_1
f(g(m))=A_1 (A_2 m+c_2)+c_1 f(g(m))=A_1 A_2 m+A_1 c_2+c_1 f(x)=A_3 m+c_3
where
A_3=A_1 A_2
c_3=A_1 c_2+c_1
This results in another affine transformation, and does not improve the security.