First, you gotta know the definitions of each.
Conduction: Heat transfer through solids
Convection: Heat transfer using mass motion though liquids
Radiation: Heat transfer using electromagnetic waves.
Heat that comes from a heat lamp in a bathroom mostly relates to radiation. Not only because heat lamps give off light but also because radiation is used to heat its surroundings which the heat lamp in your example is doing.
Your answer is C. :)