Carbohydrates, lipids, and fats are all built and modified by metabolic enzymes rather than being directly specified codon-by-codon by a gene sequence, so changing a gene's DNA sequence does not translate into a precise, targeted change in these molecules.
Proteins are different: each codon in a gene directly specifies one amino acid, so site-directed mutagenesis lets researchers change a single amino acid and observe exactly how that change affects the protein's structure or function.
This direct gene-to-molecule correspondence is why site-directed mutagenesis has been used mainly to study proteins.
Considering how this technique has actually been applied in research history reinforces the answer.
The decades of research application confirm that this technique's natural target is protein structure-function studies.
So, the correct answer is proteins.
Match List I with List II:

Choose the correct answer from the options given below: