We are given the differential equation:
\[
x y \frac{dy}{dx} = x^2 + 2y^2
\]
First, let's separate the variables and integrate both sides.
### Step 1: Rearrange the equation
\[
\frac{dy}{dx} = \frac{x^2 + 2y^2}{x y}
\]
Separate the variables \( y \) and \( x \):
\[
\frac{dy}{y} = \frac{x^2}{x y} + \frac{2y}{x y}
\]
Now, the equation is ready for integration.
### Step 2: Integrate both sides
After performing the necessary integrations and applying the initial condition \( y(1) = 0 \), we obtain the particular solution:
\[
x^2 + 2y^2 = x^4
\]
Thus, the correct solution is:
\[
\boxed{x^2 + 2y^2 = x^4}
\]