**Core Concept**
A retrospective cohort study involves analyzing data collected from past events, whereas a prospective cohort study involves following individuals over time to examine the development of outcomes. The extension of a retrospective cohort study into a prospective one allows for the examination of long-term outcomes and the assessment of the incidence of new events.

**Why the Correct Answer is Right**
When a retrospective cohort study is extended into a prospective one, it becomes a **nested case-control study** or more accurately, a **nested prospective cohort study**. This design allows researchers to follow up on individuals who have already been identified as having an outcome of interest in the retrospective study, and to examine the incidence of new outcomes over time. This approach can provide valuable information on the natural history of diseases and the development of complications.

**Why Each Wrong Option is Incorrect**
**Option A:** There is no widely recognized term for a study that combines elements of both retrospective and prospective cohort studies in the manner described.
**Option B:** A cross-sectional study is a type of study that examines a defined population at a single point in time, whereas the study described in the question involves following individuals over time.
**Option C:** A case-control study is a type of study that involves comparing individuals with a specific outcome (cases) to individuals without that outcome (controls), but it does not necessarily involve following individuals over time.

**Clinical Pearl / High-Yield Fact**
When designing a study, it's essential to consider the strengths and limitations of different study designs, and to choose the design that best suits the research question and the available resources.

**Correct Answer: D. Nested prospective cohort study**