The correct option is D Oxygen goes directly into tissues by diffusion
Cockroach blood is not red because they do not use hemoglobin to carry oxygen. In fact, their bloodstream is not used to carry oxygen either. They use a system of pipes called tracheae to bring the oxygen and remove carbon dioxide from their tissues and oxygen goes directly into tissues by diffusion. So, the correct option is A. ( Oxygen goes directly into tissues by diffusion )