Select the most appropriate option to fill in the blank.

They were astonished ______ his failure in the competition.

at

The most appropriate option to fill in the blank is at.

The word "at" is used to express surprise or amazement. It is the most appropriate word to use because it accurately describes how the people felt about the man's failure in the competition. The man was expected to win, but he failed, which surprised and amazed the people.

The other options are not as appropriate.

• In means inside of something. It does not make sense in this context, because the people were not inside of the man's failure.
• On means in contact with something. It does not make sense in this context, because the people were not in contact with the man's failure.
• From means away from something. It does not make sense in this context, because the people were not moving away from the man's failure.