Explanations:
Direct speech of the above sentence is in (wh-type) interrogative sentence. Its indirect speech will be made from the following rule- 1. Reporting verb 'said to' changed into 'asked'. 2. Interrogative word 'which' is used as a conjunction in the place of 'comma and inverted comma'. 3. Reported speech of interrogative sentence will be converted into assertive sentence. The correct indirect speech - My friend asked me which play I had seen recently.