The phrase that best completes the conversation in Spanish, taking into account the sense of it, is: "a la comisaría."
The correct way to identify the appropriate phrase to complete the conversation is to refer to its context, in which what Eduardo wants to do is report a robbery.
Since what she wants to report is a crime, Lola recommends that she go to the police station, where they will take her case and begin the process of solving it. Therefore, the correct option is: "a la comisaría."
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