How can we improve this PIVOT operation? ( SQL Server 2008 R2 )
I would stay away from LOOP joins, or specifying any specific joins. The SQL Server query optimizer is very good at picking the best join method to use, and it will pick LOOP on its own if that is the right one. Also, if there is a missing non-clustered index that could improve the performance of the query, SQL Profiler will find it and suggest it to you.

One thing that I noticed missing from your query is the use of common table expressions. I haven't had a pivot yet where I haven't needed to use common table expressions to get the data ready to pivot. I would rewrite your query using common table expressions (particularly the correlated subquery) and see if that improves performance. If it doesn't another thing you could consider doing is changing the order of columns in the clustered index on the tblRespostaINT to better support that query.

Finally I believe that what you are doing in the inner select can be accomplished with a windowed function, and if it can that should be faster.