The only possible option is C (synonym).
Explanation: according to Thesaurus, shocked and dismayed are synonyms, as they have a similar connotation (being so impressed by something that causes astonishment in a negative sense). In this case, it has that negative connotation implying that the father was surprised by his son's poor academic performance in a negative way.
Option A is not possible as no definition is present. Option B is impossible because there must be antonyms in the sentence for this to be the case. There is no indication of the result of a previous action, so option D is not possible. And finally, there is no example of the feelings experienced by the father, so E is not an option.