Step 1: Enzymes are usually proteins, but there is a special class called ribozymes, discovered through work on RNA splicing and RNase P, that shows RNA molecules themselves can act as catalysts.
Cytochrome c oxidase is a large multi-subunit membrane protein complex in the electron transport chain, superoxide dismutase is a metalloprotein enzyme, and DNA methyl transferase is a protein enzyme that adds methyl groups to DNA, so all three clearly contain protein.
Ribozyme stands apart because its catalytic activity comes purely from folded RNA, with no protein component involved at all. Answer: Ribozyme.