In chemistry, when we talk about a change we are talking about one of two types of changes: physical and chemical. A chemical change is a change whereby the actual chemical identity of the substance has changed. In others words, chemical bonds are broken and remade to convert one type of molecule into another different molecule. A physical change is a change in form only of a substance; the actual chemical identity is still the same. A physical change represents a change in the physical properties of a substance, like the color, shape, size, density, crystal form, change of phase (solid, liquid, or gas), etc. Let's look at each answer choice.
A. Burning a piece of paper is technically called combustion. It represents a chemical reaction whereby the carbon compounds in the paper are oxidized into different chemicals like carbon dioxide and water vapor. This is a chemical change.
B. Baking a cake changes the texture and consistency of the batter, but the chemical elements that went into the batter remain the same. This is a physical change.
C. Heating sugar until carmelization. This again combusts the carbon in the sugar molecules to make new chemicals. This is a chemical change.
D. Salt water. This is simply of solution of salt in water and represents neither a chemical or physical change.
So the correct answer is B.