Welcome to the forum, Zancan.
It seems to me that you could use most of the modals there. I'd go for 'might' or 'could' first' - after that, heaven knows.'Should' would not be very high on my list. It seems rather a pointless exercise to me.
Next time this happens, be bold: ask the teacher to explain why s/he thinks one is correct and the others aren't
- For Teachers