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It is important to distinguish the present question:

Which answer in this list is the correct answer to this question?

from the following:

Which answer in this list is true?

When we are asked:

Which answer in this list is true? All of the below. None of the below. All of the above. One of the above. None of the above. None of the above.

The correct answer is option 5, which we can discover by assuming the truth of each statement in turn and ruling out each non-viable option. See this post for a similar question.

However, the original question—Which answer in this list is the correct answer to this question?—requires another approach. To see this, let’s present the same question with a different answer set.

Which answer in this list is the correct answer to this question? Some roses are red. Some violets are blue. All dogs are mammals. All of the above. None of the above.

On further reflection, we are dealing with a pseudo question. 1–3 are all true, which may tempt us to choose answer 4. However, 4 does not really answer this question.

Once we see that 1-4 do not really answer this question, the new temptation is to choose answer 5. However, 5 does not answer the question either—it merely declares that there is no satisfactory answer listed among the answer choices.

To see this more clearly, let’s look at a different question.

Which US President in this list signed the Emancipation Proclamation? George Washington Thomas Jefferson Millard Fillmore None of the above.

Since I know that Abraham Lincoln—not Washington, Jefferson, or Fillmore—signed the Emancipation Proclamation, I would most certainly choose option 4 on any standard multiple-choice test. However, my choosing option 4 has to do with testing conventions, not giving the correct answer to the question. The Emancipation Proclamation was signed by Lincoln, not by “none of the above.”

So, even when we look at a real, rather than pseudo, question selecting “none of the above” is a testing convention by which the test-taker claims that the answer set has no satisfactory answer. Note: declaring that there is no satisfactory answer listed among the answer choices is different from providing the correct answer.

With this in mind, let’s go back to the original:

Which answer in this list is the correct answer to this question? All of the below. None of the below. All of the above. One of the above. None of the above. None of the above.

Once we stop treating “none of the above” as an answer to the question and start treating it as a statement about the other options, we can see that choices 2, 5, and 6 are all true statements. However, being true will not make 2, 5, or 6 an answer to the question any more than adding other true statements to the list—like “some roses are red” or “all dogs are mammals”—would make those statements an answer to the question. As with my question about the Emancipation Proclamation, to declare that no satisfactory answer is listed among the answer choices is different from providing the correct answer.

So, if we are dealing with a pseudo question, why don’t we see this at first glance?

Because the list associated with this particular pseudo question uses the “none of the above” list option as a red herring to draw us off-track. We have grown accustomed to thinking that marking “none of the above” answers a question, but this is false. Again, “none of the above” allows us to declare that no satisfactory answer is listed among the answer choices, which is different from providing a correct answer.

So, there is not a correct answer choice, nor is the question even intelligible. The question’s author has exploited a common misunderstanding to trick us into thinking otherwise—which makes for a great puzzle.