Energy is stored within an inductor that is carrying a current. The amount of energy depends on this current, but it also depends on a property of the inductor. This property has the following unit:

The energy stored in an inductor's magnetic field is determined by the formula E = 1/2 * L * I^2, where I is the current and L is the inductance. The question is asking for the unit of this property (inductance), which is the henry. The henry describes how much magnetic energy the inductor can store for a given amount of current. The other units provided measure completely different electrical properties. The farad is the unit of capacitance, which relates to storing energy in an electrostatic field. The coulomb is a fundamental unit of electrical charge, and the watt is a unit of power. Therefore, the henry is the only correct unit for a property of an inductor.