"I truly think so."
Translation:Penso proprio di sì.
Recognize that proprio (His/Her/Its/Their own) is an adjective and describes a noun: L’animale mangia il proprio cibo. (The animal eats its own food.)
Proprio is also an adverb, as in this exercise, meaning Really, Truely, Right, Exactly, modifying the verb: Mi hai proprio annoiata. (You have really annoyed me.)
I'm guilty of having done this too! I've been told by Italians that "penso che sì" ("pienso que sí") is a Spanish-ism, although if I'm not mistaken even French and Portuguese use "que" in these cases as well.
Instead of che (Spanish "que"), Italians only use "di" in this case — penso di sì; credo di sì; spero di sì. I hope that helps!