Which of these would be best explained by the doppler effect? a) the change in frequency as you shorten a guitar string. b) the change in pitch heard as an ambulance approaches you. c) the change in volume as a train pulls away from the station. d) the change in seed of a sound wave as it travels from air into water.

The  correct answer is B) the change in pitch heard as the ambulance approaches. 
In fact, doppler effect occurs when the source of a wave is moving with respect to the observer. In this case, the source is the ambulance and the wave is a sound wave. The result is that there is a shift of the frequency (and therefore of the pitch) as seen by the observer, with respect to the original frequency of the source.