Step 1: Concept
Respiratory pigments like haemoglobin are typically used to transport oxygen through the blood (circulatory system) to tissues.
Step 2: Meaning
Cockroaches have an open circulatory system where the "blood" (haemolymph) does not play a major role in oxygen transport.
Step 3: Analysis
Cockroaches use a tracheal system—a network of tubes that delivers air directly to the tissues. Because oxygen reaches cells directly via these tubes, there is no need for a chemical pigment in the fluid to carry it.
Step 4: Conclusion
Consequently, their haemolymph is colorless and lacks any respiratory pigments like haemoglobin or haemocyanin.
Final Answer: (D)