For sugar, the correct options to check would be:
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Substance that does not conduct electricity: Sugar (sucrose) is a covalent compound that does not produce ions in solution, so it does not conduct electricity.
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Covalent substance: Sugar is primarily a covalent compound, made up of covalent bonds between its atoms.
You would not check the options for an ionic substance or a substance that breaks apart into ions, as sugar does not fit those descriptions.