The correct option is C That
Demonstrative pronouns point out a thing(s) or person(s) to which they refer. The given sentence demonstrates a cat that appeared on television, hence a suitable pronoun is required that points out the cat that is far from the speaker, as it was spotted on television. 'That' is a demonstrative pronoun that refers to a person or thing that is far away from the speaker, and is appropriate to point out "the cat", hence option C is correct. 'Their' is a possessive pronoun (in the third person plural point of view) that acts as an adjective, it's not a demonstrative pronoun. It declares ownership of something or someone and modifies that noun, it does not point out at something, hence option A is incorrect. 'These' points out to a plural noun that is nearby, whereas "the cat" is singular and far away from the speaker, hence option B is incorrect. 'Him' is a personal pronoun towards which an action is directed, for example, 'I was talking about him', where 'him' is the object. Here, the pronoun requires to be a subject, because it's carrying out the action of 'to be', "is" directed towards the cat. Since 'him' is in the objective case, option D is incorrect.