Step 1:
Different Upaniṣads are associated with different Vedas.
Step 2:
Aitareya belongs to Ṛgveda, Iśa belongs to Yajurveda, and Chandogya belongs to Sāmaveda.
Step 3:
Katha Upaniṣad is associated with Kṛṣṇa Yajurveda.
Step 4:
Hence, the correct answer is:
\[
\boxed{\text{(2) Katha}}
\]