Step 1: Concept
Concentrated sulphuric acid ($H_{2}SO_{4}$) is a powerful dehydrating agent.
Step 2: Analysis
It has a high affinity for water because it reacts with water molecules to form stable hydrates (e.g., $H_2SO_4 \cdot H_2O$, $H_2SO_4 \cdot 2H_2O$).
Step 3: Energy
This process is highly exothermic, which drives the "affinity" for water.
Final Answer: (C)