The correct example of the transfer of thermal energy to the air around Earth by convection and conduction is:
Thermal energy is transferred by conduction from the ground to the surrounding air and by convection as the air rises higher in the atmosphere.
This response correctly describes the processes: conduction occurs when heat is transferred from the ground (which is warmed by the Sun) to the air in direct contact with it, while convection refers to the movement of warmer air (which becomes less dense) rising and being replaced by cooler air.