Can you state the question verbatim please? If you're asking which has the highest bonding energy, then the answer is the sigma since it is the strongest bond. The strongest bond requires the most energy to break.
HOWEVER, if you're asking which has the highest bond energy level (which is what I think the actual question is), then the answer is the pi* antibonding. This question has to do with the way the different bonding orbitals are actually oriented. In this case, the lower the bond energy level, the stronger (more stable) the bond. Hence, the sigma bonds would have the lowest bond energy level and pi would be higher. Further, since bonding orbitals are more stable than antibonding orbitals, the antibonding orbitals would be even higher in energy.
I took a full quarter course learning this stuff for my MS in chemistry. Sorry if it didn't make sense, I'm just trying to summarize the main points. PM me if you need further explanation.