Your answer is fine if there is no other context missing. In that case, the person who designed the test has made the mistake.
This appears to be a case of bad test writing. It's a common problem we see on this site, where the person creating the test has one particular answer in mind, but phrases a question poorly, so that more than one correct answer is possible, and confused students come here asking for an explanation.
Now, if the wording included "polite" or "to a superior" or "using the business writing phrases we have learned this week", then your answer is wrong.
There are so many possible answers in that blank that it seems quite odd to put it in a test question.
"Please confirm..."
- immediately
- as soon as possible
- right away
- the moment you get this
- at your earliest convenience
All those are correct answers. In fact, the last one is the weakest, because it suggests the other person's convenience, depending on who is receiving the letter.