To answer this question, we need to understand the concept of possessive pronouns.
In the given sentence, "That coat of ___ is very warm," we are referring to the coat belonging to someone. The possessive pronoun that correctly completes the sentence is "his."
Option A) his - This option is correct because "his" is a possessive pronoun used to indicate that the coat belongs to someone who is male.
Option B) him - This option is incorrect. "Him" is an object pronoun used to refer to the person receiving the action in a sentence, not to indicate possession.
Option C) her - This option is incorrect. "Her" is a possessive pronoun used to indicate that the coat belongs to someone who is female.
Option D) none of these - This option is incorrect because option A, "his," is the correct answer.
Therefore, the correct answer is option A) his. This option is correct because it correctly indicates that the coat belongs to someone who is male.