Well, let's see... I don't know what a coordinating conjunction is off the top of my head, but I know B isn't the answer, since 'independent' means 'highly capable of handling oneself'. C <em>certainly</em> isn't the answer, simply because you can see by this answer they obviously do combine with a dependent clause from time to time. That leaves us with D and A, which both leave the same term. However, I do believe I can use the word preceding <em>conjunction</em>, which is <em>coordinating</em>, to realize that 'and,' 'but,' and 'or' are coordinating conjunctions. Seriously, D cannot be the answer because not every sentence starts with any of those. So your answer is A.
The punctuation is correct if that is how how the statement started and ended.