The option C is a fused sentence, because its connecting two "parts", "clauses" or "phrases" without being separated from punctuation or other connectives, that should make it a proper sentence. Therefore, we could make various types of changes to turn this fused sentence into a correct sentence:
Addition of a semi-colon (;)
<em>My dad doesn't have a hobby; He is too busy working.</em>
Using a subordinate conjunction
<em>My dad doesn't have a hobby because he is too busy working.</em>
Separating definitely the clauses:
<em>My dad doesn't have a hobby because he is too busy working.</em>