Step 1: Understanding the Concept
This question tests the knowledge of appropriate prepositions that follow certain adjectives. This is a topic related to collocations and phrasal verbs.
Step 2: Key Formula or Approach
The adjective "proud" is always followed by the preposition "of" when it is followed by a noun or a pronoun that is the object of the pride. The structure is proud of someone/something.
Step 3: Detailed Explanation
The sentence expresses a feeling of pride towards "my students." The fixed prepositional phrase is "proud of."
Let's check the options:
(A) at - Incorrect. We might say "angry at" or "good at," but not "proud at."
(B) for - Incorrect. We might say "sorry for" or "happy for," but not "proud for."
(C) of - Correct. This forms the correct collocation "proud of."
(D) to - Incorrect. "Proud to" is used when followed by a verb (e.g., "I am proud to be your teacher"), not a noun.
Step 4: Final Answer
The correct preposition to use with "proud" in this context is "of." Therefore, option (C) is the correct choice.