Answer:
A. Air
Step-by-step explanation:
A thermal insulator is a material that does not let the heat trasmitting through it, or it transmits heat not very efficiently.
Generally, the lower the density of the material, the better insulator the material is: this is because in materials with very low density, particles are very spread apart, so they cannot collide with each other, and so the vibrations of the particles (which determine how hot a substance is) cannot be transmitted very efficiently.
In the options listed in this problem, air is the material with lowest density, therefore it is the best thermal insulator among them.