The correct option is TXT Record.

TXT Record entries allow a domain owner to publish arbitrary text strings that include verification tokens that providers use to prove control of the domain. Because only someone with access to the DNS can publish the required value a TXT Record is the standard method for domain ownership confirmation. Add the TXT Record at the name the provider specifies and wait for DNS propagation before completing verification.

MX Record is used to specify mail exchange servers for a domain and it is not intended to carry verification tokens so it is not the correct choice.

CAA Record restricts which certificate authorities can issue TLS certificates for a domain and it is unrelated to the ownership token used for domain verification.

CNAME Record creates an alias from one DNS name to another and it is generally used for subdomain redirects. Some providers may offer CNAME validation methods but the widely required and platform neutral method for proving domain ownership is a TXT Record so CNAME Record is not the right answer here.

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