Hello!
[tex]\boxed{ \bf The~correct~answer~is~C.~In~addition.}[/tex]
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Although does not fit, since it basically means "even though". If you substitute those words in, the sentence will not make sense since.
Conversely means to reverse a statement. So, you're trying to reverse the previous sentence when you use it. As you can see, sentence three only adds on to sentence two. It does not try to say the opposite of it.
In conclusion is a transition that you add when you are concluding or finishing something. You will add it at the end of the paragraph or idea.
Therefore, this leaves us with only one option--In addition.