As « après-midi » can be either masculine or feminine, both « cet après-midi » and « cette après-midi » should be considered as correct answers in this exercise, but are not.
The Académie-Française notes preference for use of the masculine, but still accepts both as correct. It would be reasonable to advise « cet après-midi » as the best choice, with « cette après-midi » as an acceptable alternative
https://www.dictionnaire-academie.fr/article/A9A2293
