In a study, if we want to measure of establish a relation between two variables, we say that there is a confounding variable when there is a third variable that is having an effect on our original two variables but this third variable wasn't originally measured in our study. Therefore our results are misleading because the relation between our two variables is being influenced by the confounding one.
This is why the correct answer would be the a) An explanatory variable has a great effect on a response variable. And this causes a misleading interpretation between the two variables.
