Step 1: Equation of the family of curves.
We are given the family of curves \( 2x^2 + y^2 = k \), where \( k \) is a constant. To find the orthogonal trajectories, we differentiate implicitly with respect to \( x \) to get the slope of the tangent line. This will give the equation of the orthogonal trajectories.
\[
4x + 2yy' = 0 \implies y' = -\frac{2x}{y}.
\]
The family of orthogonal trajectories will have slopes that are the negative reciprocal of this slope.
Step 2: Use the point \( (1, 2) \).
Substitute the point \( (1, 2) \) into the equation of the curve \( 2x^2 + y^2 = k \) to find the value of \( k \):
\[
2(1)^2 + (2)^2 = k \implies k = 8.
\]
So, the equation of the curve is \( 2x^2 + y^2 = 8 \). Now, we find the equation of the orthogonal trajectory. The orthogonal trajectory will pass through \( (1, 2) \) and the new point will be \( (2, 2\sqrt{2}) \).
Step 3: Conclusion.
Thus, the correct answer is \( \boxed{(C)} \).