Which words in the sentence make up the participial phrase?
ned, worried about his friend, visited him often at the hospital in the city.

First you need to know what a Participial Phrase is.

A participial phrase is a word group. It's a phrase that begins with a particle. So if you look the obvious answer would be

Ned, worried about his friend, visited him often at the hospital in the city.

Answer is in Bold 

Hope this helps :)