Explanation:
This is an example of a third conditional sentence, which is used to talk about a hypothetical situation in the past and its imagined result. The structure is:

If + past perfect, would have + past participle

In this sentence, "Had he known" is the same as "If he had known."

Why the other options are incorrect:

A. will go – Future simple tense; not appropriate for a past hypothetical.

B. will be going – Future continuous; doesn't fit the conditional structure.

D. may be going – Suggests possibility in the present or future, not past.

E. is going – Present continuous; not suitable for a past unreal condition.