According to the discussion of self-discrepancy theory, the root of depression is whereas the root of anxiety is a. anger; frustration b. disappointment; fear c. anger; fear d. disappointment; anger

According to the discussion of self-discrepancy theory, the root of depression is disappointment, whereas the root of anxiety is fear.
B
The self-discrepancy theory states that people compare themselves to  "self-guides", which are their own internal standards.

The answer is disappointment; fear.
One of the most dominant characteristic of depression is a situation where we feel unfulfilled in our life because we fail to achieve something. This could derive from career, societal expectation, or even personal relationship.
For anxiety, the most dominant characteristic would be constant worrying, that often derive from the fear of something that could threaten our usual way of life.

Pilgrims is the answer