It depends on what kind of a sentence fragment. If I say "jumps", I need to add a noun that says who does the jumping. If I say "She gives candy to", I need to finish the sentence by adding a direct object.
Note that answer choices A, B, and C would all be perfect remedies for a run-on sentence. Compare a run-on to a fragment. Does a fragment need a coordinating conjunction and a dependent word, or a transition? Maybe, but it first needs simple completion. Look at my examples above. What did I add? Only a word or two to each of them. Ding ding. Your answer's D.