This question should be edited.
The video explicitly says that it's simply XHR for short, therefore being none of the above. It doesn't just say XHR Object.
Just a simple, yet necessary observation...
Steven Parker179,722 Points
I can see how this might be confused, but the question is correct.
In the video, the "it" being referred to in the sentence "It's sometimes shortened to just XHR" is just the term "XMLHttpRequest". If you feel this constitutes a bug in the video, you can make a bug report using the procedure described on the Support page.