The other options either have channels within the membrane to move through (water has aquaporins, ions like potassium have their own channels) or can diffuse directly through the membrane (CO2). Protein hormones cannot move through the plasma membrane, nor can they diffuse through it. Hope this helps!
If using a gun, always put the safety on to prevent misfires. If using a bow, make sure no arrows are on the string and try to make sure that you won't trip over the firearm.