The correct answer is: B. to my address
The preposition "to" is used to indicate the destination of something. In this case, the letter is being sent to the address of the person who is being spoken to.
The preposition "on" is used to indicate a location on a surface. In this case, the letter is not being sent to a location on the address, but rather to the address itself.
The preposition "in" is used to indicate a location inside something. In this case, the letter is not being sent inside the address, but rather to the address itself.
The preposition "No improvement" is incorrect because the sentence is already grammatically correct.