C. All flying creatures I have ever seen have feathers. That creature up in the sky is certainly flying, so it must also have feathers.
Explanation:
Syllogism is a logical argument with two premises and one conclusion. A categorical syllogism has three propositions which include two premises and one conclusion; a general/major premise, a minor premise and then a conclusion. The major premise,minor premise and conclusion in the above syllogism respectfully are
" All flying creatures I have ever seen have feathers","That creature up in the sky is certainly flying", "so it must also have feathers".
The word or phrase to fill into the gap is the "Ku Klux Klan", an extreme right organization calling for what they would call a "purification" of the US-American society.