I for one, guessed wrong but I wanted to verify my answer before I submitted it. So, I highlighted and copied the code to SSMS and got the error, confirming my guess. When I was told I had the incorrect answer, I went back to SSMS and discovered that the two lines of code were mashed together on a single line:

print 'Hey what''s going on ?';GO 10

This produced the error. However, when I separated it to two lines, it did work as expected by the question's author:

print 'Hey what''s going on ?';

GO 10