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It doesn't imply he did it only once. He could заходить to his sister many times in the past against father's will, but the focus of the sentence is on that particualr visit.[/quote]

Whatever. But...

The question is taken from a test. It has no context. Apparently you think that the question is not constructed well.[/quote]

Grammatically, the answers A), B) and C) can fit this question. ...

I think then that заходил fits better here, because seeing the sister is quite often a repetitive action, the fact that the father didn't like it hints that there were at least several such events....

Он зашел повидаться с сестрой, хотя и знал, что это неприятно отцу.
Perfectly normal

Он вышел повидаться с сестрой, хотя и знал, что это неприятно отцу.
(Provided he and the father were inside...