You can't reach down into the middle of a statement and remove a "not". You have to be far more careful than that. In fact, to remove two "nots" sometimes leaves the meaning unchanged, rather than negating it.
What I typically do to negate a statement like this is to write the negation in its most straightforward form (by just prefixing "It is not true that"), and then reword the statement bit by bit to have a suitable form:
It is not true that it is not right to deny that switch is not off.
It is true that it is right to deny that switch is not off.
It is right to deny that switch is not off.
But the statement is written
very awkwardly, I suppose intentionally so; one would never actually say such a thing, and would likely not mean it quite literally. So I really don't like the question at all. (I'm assuming that you have copied it exactly, which I question.)
And it could be rewritten in many ways, so it's quite possible that my end result is not one of the choices. Depending on what the choices look like, I might next work from the inside out, changing "to deny that switch is not off" to "to
say that it is not true that the switch is not off", and then to "to say that the switch
is off", and so on.