Hi
@Xanias,
The basic idea here is (1) that it's "close enough" in size and structure to steroid hormones that are known to diffuse through the plasma membrane and (2) that the other answers can be eliminated -- it's not active diffusion (A), there's no indication that it would interact w/ a membrane-bound receptor, plus endocytosis is typically associated with much larger compounds like proteins (B), and it's not an ion so it can't go through an ion channel (D).
Hope this helps clarify the question!