Hi,

If you look at page 80 and the diagram, it is true that steroid hormones can access the nucleus, however it is stated that they do so by binding the receptor in the cytosol which then lets them travel to the nucleus, not by binding to receptors in the nucleus itself.

Because the question asks where cortisol binds its receptor protein, the answer C in the nucleus is unlikely, as hormones either bind to extracellular receptors or cytosolic receptors.

Here, cytosolic receptors is the best answer as it is most specific to a non polar hormone like cortisol.

Please let me know if this is unclear, it is a bit of a subtle distinction.