Dhruv: Let is go for a movie, Madhav.
Madhav: I am sorry, I CANNOT (because this word indicates that Madhav is not able to go). I NEED (because this word means that he has to do something, and it’s the only word that can fit before ‘to’) to reach home immediately.
Dhruv: But why SHOULD (it is a polite word to use when asking someone why they are doing something) you be in such a hurry?
Madhav: My mother is ill. I MUST (this word also means ‘need to’, but there is no ‘to’ after the blank word so this is the only one which makes sense) take her to the hospital immediately. Dad is out of town.