What is being compared here is "financial difficulties" that women experience to those [financial difficulties] that men experience. Option C clearly does great job in comparing those two items.
A) what men experience - "what" in GMAT means "the things that", so sentence would read "difficulties that women experience are slightly more likely to lead to bankruptcy filings than
the things that [what] men experience" - the original sentence does not convey the proper meaning as it compares difficulties with some things that men experience.
EliminateB) men’s experience would - a complete mess with these "are" and "would" and "men's". Let's insert this into the sentence to get "financial management difficulties that women experience are ...... men's experience would". It compares financial difficulties with men's experience.
B is outC) are those that men experience - Nice parallel structure. "financial management difficulties that women experience ARE slightly more likely to lead to bankruptcy filings than ARE those [financial difficulties] that men experience".
Our winner D) financial struggles of men - can be
eliminated for vague comparison because it can either mean: financial struggles of men are also likely to result in bankruptcy fillings
or
financial struggles of women are likely to lead to either bankruptcy fillings or financial struggles of men.
E) men’s financial struggles do - I don't like E because it introduces new verb "do". Sentence would read as following "financial management difficulties that women experience ARE slightly more likely to lead to bankruptcy filings than men's financial struggles DO". Not parallel. Besides, if we are literal, that "do" must be referring to nearest verb that is "lead". So "financial management difficulties that women experience ARE slightly more likely to lead to bankruptcy filings than men's financial struggles lead [do]" a little bit nonsense.
Eliminate
My answer is C