Answer:
compassion
Explanation:
To answer this question, you need to know the difference between the three words and the feelings they describe. When you sympathize with someone, you feel sorry for them. When you empathize with someone, you put yourself in their place, and this usually happens when you have been through a similar situation(1). When you show compassion, however, you sympathize with someone and have the desire to help them. I believe if Macy was my friend, the best I could do would have been to show compassion, perhaps by listening to her attentively, lending her a shoulder to cry on, and then offering distractions to lessen her pain, for instance by taking her to the parlour or shopping or perhaps for skating etc.
(1) Hornby, A. S., Cowie, A. P., & Lewis, J. W. (1974). <em>Oxford advanced learner's dictionary of current English.</em> London: Oxford University Press.