Final answer:
In Persistent Stored Modules (PSM), an exception handler is defined with the 'DECLARE HANDLER FOR' clause followed by an action which can be CONTINUE, EXIT, or UNDO. The correct answer to the student's question is 'All of the others,' as all these actions can be used to define the behavior of the handler when an exception occurs.
Step-by-step explanation:
An exception handler in Persistent Stored Modules (PSM), which is a feature of SQL procedural languages such as PL/pgSQL, PL/SQL, and SQL/PSM, is a special construct used to control the flow of a program when exceptions (errors) occur during the execution of a block of code. The DECLARE HANDLER FOR clause is followed by a condition and an action, indicating what should happen if that exception occurs.
The types of actions that can be specified are CONTINUE, EXIT, and UNDO, with the options being either to continue execution, exit the current block, or undo the current statement. In the context of the question, the correct choice is 'c. All of the others.' as all these options can follow the DECLARE HANDLER FOR clause to define the behavior of the exception handler.