Software is broadly divided into two categories: software that manages and controls the computer's hardware and resources so other programs can run, and software that end users directly work with to accomplish specific tasks like writing or calculating.
An operating system belongs to the first category: it is system software. It provides the essential platform, managing hardware, memory, files, and running processes, on top of which all other programs, including application software, are able to operate.
Application software refers to programs like word processors or spreadsheets that perform user-facing tasks, which is a different category from the operating system itself. A utility program is a smaller, specialised system tool, such as a disk cleanup or antivirus tool, that supports the operating system rather than being the operating system, so it is too narrow a term to describe the whole OS. Since an operating system clearly does fall into a recognised category, "none of these" is incorrect.
Keep the hierarchy in mind: system software, including the operating system, supports the computer itself, while application software and utility programs are more specific tools that run with the help of that system software.
