II — As situações apresentadas nos três primeiros quadrinhos revelam que característica dos personagens: a) compaixão. b) depressão. c) preocupação. d) desonestidade.

Correct usage, but there is some incorrect grammar. 

 In the story, Rainsford tried to take Zaroff out but fails everytime, even though his efforts were futile, Rainsford kept trying to survive the hunt.
You have to keep the tenses consistent. First you used past (tried) then you used present (fails). 

Also, this sentence can be made into two; it is a run-on sentence.

Here's my revision:  In the story, Rainsford tried to take Zaroff out but failed every time; but even though his efforts were futile, Rainsford kept trying to survive the hunt.

Since both sentences are related, I've linked them with a semicolon.