The correct option is D It has some other means to carry oxygen direct into the tissues
The blood of cockroach does not carry out the transportation of gases. There are 6 longitudinal tracheal tubes, 2 dorsal, 2 ventral and 2 lateral which are interconnected by transverse commissures. Atmospheric air enters into and escapes out from this system through ten pairs of slit-like apertures called as stigmata or spiracles located on lateral sides of the body.
So, blood of cockroach does not contain respiratory pigment as it does nottake part in respiration process.
So, the correct answer is -It has some other means to carry oxygen direct into the tissues