In conduction mode of heat transfer energy is transferred through medium molecules by their vibration about their own position. SO here medium particles remain at their own position while energy is transferred from one point to other
In convection mode of heat transfer the heat is carried by the medium molecules from one place to other. So here medium moles itself transfer with the energy.
In radiation mode heat energy is transferred through electromagnetic waves so there is no medium required for this.
So correct answer is
Convection and conduction transfer thermal energy through matter only, and radiation transfers thermal energy through both matter and empty space.