Mathematics breaks sometimes when a sentence refers to itself (because it can create contradicting paradoxes). That’s why such sentences are not allowed in formal mathematics.

This example isn’t really a contradicting paradox yet though, none of the answers are correct hence the question is unanswerable (a logical possibility for an arbitrary question). Other commenters correctly pointed out that this setup would be more interesting if 0% would be one of the given possibilities, because then the question is no longer logically unanswerable hence it would be a contradicting paradox (assuming the question is unanswerable implies a possible answer and assuming that a specific one of the answers is correct implies that it’s not correct)