[X] A. Head back immediately to turn in the quest and start the next stage, like Lightning Hoof suggested.
Checking for 'fast' reward might mean that, if there isn't one, we can report back to any others who haven't finished yet and they can try for other forms of achievements.
It also leaves us free to help out elsewhere/grind as desired afterwards like everyone is voting for. I guess we lose a little bit of time from going back to town and returning but I'm surprised F is the popular option here.
Edit: in fact it was just pointed out to me that this part of the guard's basics quest doesn't necessarily take a full day. Step 6 begins as soon as it is turned in.