Sorry, this is not a very good question. I got it right, only because I assumed that the writer of the QOD meant to infer that there is a wizard built in to do this. In this case, the answer is correct.

Unfortunately the method of creating a snapshot is not done with a wizard. Most people would open SSMS to run an adhoc SQL command which now makes the answer the opposite of what it is. I would not even agree to the third option, as you can in fact perform the task from within SSMS.