There is an answer that is an unnecessary bait and also true to certain extents.
The correct answer is “Huzzah!” but there is another option that is “Oh yeah!” which is actually true if you played the original fan translation. Technically, all official releases feature the catch-phrase “Huzzah!”, but many people played the fan translation first. While “Huzzah!” is the more correct answer, “Oh yeah!” is not necessarily false and is entirely misleading for no reason. The option of “Oh yeah!” should be removed to prevent any confusion. The Cave Story wiki page for Balrog even states that his catchphrase is either “Huzzah!” or “Oh yeah!” depending on which version of Cave Story you’re playing.
Thanks for the report. I’ve removed “Oh yeah!” as a possible answer to avoid confusion.