The correct answer is:
A semicircle.
Explanation:
Imagine a paper cutout of a semicircle. If you place the flat edge of it against a vertical line and then slowly rotate the cutout along that vertical line, you would be able to see the spherical shape formed by the act of rotating it.
The vertical line of symmetry would form the diameter of the sphere; the arc of the semicircle will form the surface of the sphere.