Change the speech: "I have won the race!"

Given sentence is in direct speech form. 

Indirect speech sentence would be 'He said that he had won the race'.

Option B: "has won" (present perfect) should shift to "had won" (past perfect)

Option C: "he have won" is grammatically incorrect; it should be "he had won" (past perfect).

Option D: This changes the meaning by using the passive voice ("the race has been won"), which implies the race was won by someone, but it doesn’t specify that "he" (the speaker) won it.

Therefore, Option A is the correct answer.