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Explanation:
If you have exactly one right angle, then it is possible to have no parallel lines. See the diagram below. Refer to the upper figure.
If you had exactly 2 right angles, then that would form a trapezoid. A trapezoid has exactly one pair of parallel lines.
If you had 4 right angles, then it would form a rectangle. Any rectangle is a parallelogram, so we have 2 pairs of parallel lines by this point.
It's not possible to have a quadrilateral with exactly 3 right angles (and the fourth angle is some non-right angle). This is because all four angles of any quadrilateral must add to 360 degrees.