Step 1: Understanding the Concept:
This question tests the understanding of phrasal verbs with 'look'. Each preposition changes the meaning of the verb.
Step 2: Detailed Explanation of Phrasal Verbs:
- look for: to search for something or someone. (e.g., "I am looking for my keys.")
- look at: to direct your eyes towards something or someone. (e.g., "Look at that beautiful painting.")
- look to: to rely on or hope for help from someone. (e.g., "Children look to their parents for guidance.")
- look into: to investigate or examine. (e.g., "The police are looking into the matter.")
Step 3: Applying to the Sentence:
The sentence "They looked ........ me for help" implies that 'they' were relying on 'me' for assistance. The phrasal verb that means 'to rely on' is 'look to'.
Step 4: Final Answer:
The correct preposition is to, forming the phrasal verb 'looked to'.