Explanation:
Steroid hormones are a class of hormones that are derived from cholesterol and have a characteristic structure consisting of four interconnected rings. They are produced by the endocrine glands and are important for regulating various physiological processes in the body.

Key points:
- Steroid hormones are derived from cholesterol, which is a type of lipid molecule.
- Cholesterol serves as the precursor for the synthesis of all steroid hormones.
- Steroid hormones are produced by the endocrine glands, such as the adrenal glands, ovaries, and testes.
- These hormones are lipophilic (fat-soluble) and can easily cross the cell membrane.
- Once inside the target cell, steroid hormones bind to specific receptors in the cytoplasm or nucleus.
- The hormone-receptor complex then acts as a transcription factor, regulating gene expression and protein synthesis.

Option analysis:
a) Cholesterol: Cholesterol is not a hormone itself, but it serves as the precursor for the synthesis of steroid hormones. It is a crucial component of cell membranes and is also involved in various physiological processes.
b) Adrenaline: Adrenaline, also known as epinephrine, is not a steroid hormone. It is a catecholamine hormone produced by the adrenal glands and plays a role in the body's response to stress.
c) Thyroxine: Thyroxine, also known as T4, is not a steroid hormone. It is a thyroid hormone produced by the thyroid gland and is involved in regulating metabolism and growth.
d) Progesterone: Progesterone is a steroid hormone. It is primarily produced by the ovaries in females and plays a crucial role in the menstrual cycle, pregnancy, and embryonic development.

Therefore, the correct answer is option d) Progesterone.