Step 1: Understanding the Concept:
Lipophilic steroid and thyroid hormones readily cross the hydrophobic plasma membrane to bind soluble nuclear receptor superfamily transcription factors.
Key Formula or Approach:
\[ \text{Glucocorticoid} + \text{Cytosolic GR} \longrightarrow \text{Hormone-Receptor Complex} \xrightarrow{\text{Translocation to Nucleus}} \text{Binds GRE on DNA} \]
Step 2: Detailed Explanation:
Receptor localization of hormones:
1. Intracellular (Cytosolic/Nuclear) Receptors: Lipophilic hormones (steroids such as Glucocorticoids [Cortisol], mineralocorticoids, estrogen, testosterone, and thyroid hormone $T_3$) diffuse through the plasma membrane and bind intracellular receptors that act as ligand-activated transcription factors.
2. Cell Surface (Plasma Membrane) Receptors: Hydrophilic peptide/protein hormones (Calcitonin, Glucagon, and LH) cannot cross the lipid bilayer and bind cell-surface GPCRs.
Step 3: Final Answer:
Thus, Glucocorticoid binds to an intracellular receptor, corresponding to option (A).