Explanation:

Correct Answer is (b).The sentence implies that in case of my loss to him anything may happen and this is known to each and everybody. Now, according to the given structure, the sentence is not correct since possessive case (my) cannot be followed by a participle as used in the given sentence.
The correct structure would have been ‘my loss to him’. This makes the correct sentence as: It is a well-known fact that anything may happen in case of my loss to him in the semi-final match.This makes option B the correct choice among the given options.