The User Datagram Protocol (UDP) is implemented at the host-to-host transport layer, not at the internet layer.
Protocol at what layer? Ensure you are familiar with both the OSI model and the DoD TCP/IP model as well. You need to know how to contrast the two side by side and what are the names being used on both side. Below you have a graphic showing the two and how things maps between the two as well as some of the most common protcolos found at each of the layers: Protocols at what layers of the DoD TCP/IP model

Graphic from http://technet.microsoft.com/en-us/library/cc958821.aspx
The following are incorrect answers: All of the other protocols sit at the Internet Layer of the TCP/IP model.
NOTE: Some reference are calling the Transport layer on the DoD model Host-to-Host.
Reference(s) used for this question: Shon Harris, CISSP All In One (AIO), 6th edition , Telecommunication and Network Security, Page 518,534 and KRUTZ, Ronald L. & VINES, Russel D., The CISSP Prep Guide: Mastering the Ten Domains of Computer Security, John Wiley & Sons, 2001, Chapter 3: Telecommunications and Network Security (page 85). and Microsoft Technet at http://technet.microsoft.com/en-us/library/cc958821.aspx