Robert is said___abroad,but I don't know what country he studied in.

这个题很有意思，很不错，很容易选错C。
这个题的正确答案是A
这个题的关键是句未的动词studied，是过去式，说明Robert已经不在国外学习了，已经完成了该动作，符合完成时态的定义。这个题如果把studied改为studies，那么这个题就选C，表示正在进行。
你问的问题，什么时候要用上been，这很简单，been+过去分词，表示被动语态的完成式。而题目中，是主动语态，不是被动语态，所以不用been。

Reported speech:
Robert is said to have studied abroad,but I don't know what country he studied in.
第一个动词 is said to ...就是完成时 past tense passive ，but i don't know which c.he studied in..也是 past tense,所以用 A ； 其它他的都不会用：
He is said to be studying in France (and he's still there, in France) = they say he is studying in France
He is said to have been studying in France for near five years, and he still has not graduated.

http://www.englishpage.com/verbpage/presentperfect.html
http://www.englishp