The best answer is probably around (c): the egg will support up to eight lead bricks (200 lb) before breaking, as seen in an mpeg video by clicking your mouse on the photograph below (note the presence of the saftey shield that was not shown in the previous pictures.) In fact, it is more usual that the egg should break with about 6 or 7 lead bricks, but Dan added each additional lead brick very carefully, as you can see.
I have heard of considerably larger weight placed on an egg, but this is unusual, and may result from a more uniform distribution of force on the end of the egg.
What did you guess, and how did you arrive at your conclusion?
