What has the woman been _____ according to the man?

The correct choice is "up to" because it is often used in conversational English to inquire about someone's activities or current status. The phrase "What has the woman been up to?" suggests that the man is asking about what activities or events the woman has been involved in recently. This usage implies a general curiosity about her recent actions or happenings, which fits well in informal dialogue.

The other options, while related to activities, carry more specific meanings. "Doing" indicates action, "working on" suggests a focused task or project, and "thinking about" involves considerations or plans. These phrases don't capture the broader sense of inquiry that "up to" encompasses, making it the most fitting choice in this context.