Step 1: Understanding the Concept:
This question tests the correct preposition that follows the adjective 'proud'. This is a fixed preposition combination.
Step 2: Detailed Explanation:
The adjective 'proud' is almost always followed by the preposition 'of' when it is followed by a noun or pronoun that is the cause of the pride.
The standard structure is "to be proud of someone/something."
For example: "She is proud of her achievements." or "He is proud of his daughter."
Step 3: Applying to the Sentence:
In the sentence "I am proud ........ my son," the cause of the pride is 'my son'. Therefore, the correct preposition is 'of'.
Step 4: Final Answer:
The correct preposition is of.