Fill in the blanks:

The correct preposition to fill the blank is "in". The phrase "in reply" is an idiomatic expression that means "as a response" or "in answer to something". It is a standard usage in English to indicate the manner or context of a response.

For example:

    
• "He wrote a letter in reply to her invitation."
    
• "She nodded in reply to his question."

Other prepositions like 'for' or 'to' would not fit grammatically or idiomatically in this specific construction. While "to reply" is a verb phrase, "in reply" acts as an adverbial phrase modifying the verb "said nothing," specifying the context of the silence.