Step 1: Cytochrome c oxidase, superoxide dismutase and DNA methyl transferase are all classic enzymes built from polypeptide chains, so each of them has a protein component as their catalytic backbone.
Step 2: A ribozyme, by contrast, is an RNA molecule that can catalyze a biochemical reaction entirely on its own, without needing any protein subunit for its catalytic activity.
Step 3: Since ribozymes are RNA based catalysts, they are the one option here with no protein component at all.