Question

You are asked to burn gas using a Bunsen burner in order to boil water. Which of the following has no mass?

Answer 1

-- There is nothing on the list of choices that you provided that has no mass.

-- There are no "things" that have no mass.  Every sample of a liquid, a gas,
or a solid has mass, even if it's only an atom or two. 

I think the only possible items you could name that have no mass would be
spiritual, conceptual, or sensory ones, like maybe ...

-- idea
-- conviction
-- belief
-- concept
-- image
-- sound
-- illusion
-- impression
-- agreement
-- inclination
-- tendency
-- sparkle
-- tingle
-- pain

Things like that.