Right option is (b) Convection
To elaborate: Conduction involves transfer of heat energy due to vibration of molecules at their positions, convection involves transfer of heat energy by the motion of molecules themselves and radiation involves heat transfer by electromagnetic waves. When water is placed in a very hot pan, the molecules of water in immediate contact with the pan get heated and move away allowing the colder molecules to settle down hence allowing them to touch the pan and get heated. This movement of heated molecules corresponds to convection.