**Core Concept**
The question requires knowledge of **benzodiazepines** and their effects on the central nervous system, specifically their anxiolytic and antidepressant properties. Benzodiazepines act on the **GABA_A receptor**, enhancing the effect of **gamma-aminobutyric acid (GABA)**, the primary inhibitory neurotransmitter in the brain.

**Why the Correct Answer is Right**
Although many benzodiazepines have anxiolytic effects, **alprazolam** is notable for its additional antidepressant properties. It is often used in the treatment of **panic disorder** and has been found to have some efficacy in treating depressive symptoms, possibly due to its influence on **serotonin** levels and its rapid onset of action.

**Why Each Wrong Option is Incorrect**
**Option A:** Is incorrect because it is not specified.
**Option B:** Is incorrect because it is not specified.
**Option C:** Is incorrect because it is not specified.
**Option D:** Is incorrect because it is not specified.

**Clinical Pearl / High-Yield Fact**
A key point to remember is that while benzodiazepines can be effective for short-term treatment of anxiety and insomnia, they are generally not recommended for long-term use due to the risk of **dependence** and **withdrawal**.

**Correct Answer:** D. Alprazolam.