This asks which part of an MHC class I molecule actually holds the peptide shown to CD8 T cells.
Build of class I: It is one heavy alpha chain folded into three domains called alpha1, alpha2 and alpha3, paired with a small invariant partner, beta2 microglobulin.
Where the peptide sits: The cleft that grips the antigenic peptide is made by alpha1 together with alpha2. In space these two domains lie at the top of the molecule, away from the membrane, so they are the distal domains of the alpha chain. Both come from the same alpha subunit.
Role of the rest: The alpha3 domain is close to the membrane and is the docking point for CD8. Beta2 microglobulin is structural support and never lines the groove.
Checking options: A single proximal domain is alpha3, which is a CD8 contact, not a peptide holder, so A is out. Any answer that pairs alpha with beta domains describes class II, where the groove is shared between an alpha and a beta chain, so C and D do not apply to class I. That leaves the distal domains of the alpha chain.
\[\boxed{\text{Distal domains of the alpha subunit}}\]