The answer is C. Mg.
Mg is a chemical symbol of magnesium. Magnesium is an alkaline earth metal from the second group of periodic systems. Since it is a metal, in an elementary state it does not form an elementary molecule.
H2O is a chemical formula for a molecule of water.
NaCl is a chemical formula for a molecule of sodium chloride also known as salt.
CO is a chemical formula for a molecule of carbon monoxide.