The correct option is C and
Conjunctions are words that link other words, phrases or clauses together. 'And' is used to link two equal parts of the sentence. Here, 'castles' and 'palaces' are the two equal parts of the sentence. 'But' is used to show contrast. 'Or' provides choices in the sentence. 'So' provides the purpose of something. Thus, option C is the correct answer.