IMHO the problem is not whether it 2 or 3 is correct, but what is the answer 3?

If you read the "Sorry you were wrong" message, you!ll see that it gives

"A new feature in SQL Server 2005, non key columns included in addition to the index key columns in an index structure."

as correct answer.

When replying to the question, you are offered:

2. A new feature in SQL Server 2005

3. non key columns included in addition to the index key columns in an index structure

That means, answer 2 was incorrectly entered by the author - part of it is offered as answer 2 and part as answer 3 - while answer 3 was not entered at all and no one knows what it was. (BTW, If you look at the answer 3, you might notice that it starts with a small letter, not capital.)