Instead of relying on percentages, this can be worked out from the physical chemistry of how oxygen behaves in blood, since oxygen itself is not very soluble in a watery fluid like plasma. Each option is checked against this solubility and binding behavior.
Because oxygen's poor solubility in plasma rules out simple dissolution as the major pathway, the chemical binding route through haemoglobin has to dominate.
So the correct answer is Oxyhaemoglobin.