We were not -------- at Alfred’s being dismissed .

选A
less + 形容词表示形容词比较级.“比起……更不……”
surprised 惊讶的
surprising令人惊讶的
整句意思是
对于Alfred被解雇这件事,我们不比任何人不惊讶
句子省略了（than everybody）
整句是：We were not less surprised than everybody at Alfred’s being dismissed