The correct option is B Vascular system – closed
Excretion is performed by Malpighian tubules which are located between the midgut and hindgut.
Cockroaches have an open blood vascular system. The cavity in which the blood flows is called haemocoel.
The sense organs in cockroaches include antenna, palps, compound eyes, anal cerci, etc. Each compound eye has functional units called ommatidia that forms the images of the objects.
The respiratory system consists of a network of trachea that open through small holes called spiracles present on the lateral side of the body.
Hence the odd one here is the closed vascular system.