The correct answer is - convergent evolution.
The dolphins and the bats are not animals that are closely related, though it is worth to mention that they are both mammals and do share common ancestor further in the past.
Even though they both have totally different lifestyles and appearance, both animals had developed an identical trait that helps them in their respective environments. The trait that they share is the ultrasonic hearing for echolocation.
This situation is a perfect example of convergent evolution, which in essence means that the two animals are not closely related but because of the environment have developed a similar or identical trait.