Definitely C.
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PieanneDefinitely C.Hi, Pianne,
PieanneTo do well is to succeed, to prosper, it has nothing to do with the sentence."You don't do well by behaving rude to your sister."
PieanneHow about
As you can see, I'm not a native, but "behaving rude" doesn't seem correct to me.
Grammar GeekI can construct a story so that your line would fit, but it's not very natural, no.But the same question without the "C" would certainly call for "A", wouldn't it?
In the test question, C is so far and away the first choice that there is no reason to try to find a way to make the others fit.