How will the right answer fit in terms of support and conclusion?

Only the right answer will add support for the conclusion.

Highlight the main conclusion in the passage, if there is one:

Some of the rare pygmy bears should be moved from their native island to the neighboring island

[CONCLUSION]. [SUPPORT]. and since [SUPPORT], [INTERMEDIATE CONCLUSION].

Map the wording of the answers to the wording of the passage:

(A) Some species are more deserving of protection than other species.

The passage is definitely not comparing “some species” and “other species”, so it’s hard to see how this info would support the plan to move the bears.

(B) Rare animals should not be moved…

This is drawing the opposite conclusion that the passage does, so it should be clear this doesn’t add support.

(C) …whatever is most likely to prevent extinction should be undertaken.

This maps strongly to a conclusion that says the “bears should be moved”. Since the passage says the neighboring island is “the only place”, it’s reasonable to think moving them there is “most likely to prevent extinction”.

(D) The rarer a species of plant or animal is…

The passage just says the bears are “rare”. There’s no sliding scale or any kind of comparison in the passage that this kind of info would support.

(E) …it is permissible to try to find a new habitat for the animal.

That’s a much weaker word than “should”, which is what the conclusion says. You want support to be as strong as possible. Even though this aligns with the passage, it just says the author’s plan is allowed. That doesn’t support whether the bears “should be moved”.

(C) is the correct answer.