The correct option is "Annex it. "
The annexation is a process, generally violent, by which one State or country seizes another, destroying, transferring or integrating all or part of its institutions, especially the Armed Forces that may have and their international political bodies (embassies, consulates , representations before international institutions). Although the annexations are not usually desired by the ruling class of the annexed country, they generally lose all or part of their power, if they can be desired by the majority of the population.