The lack of skilled workers to operate an oil rig is an example of a shortage of capital.
a. human
b. financial
c. physical
d. worker

We can reject the options "financial" and "physical"  - we are looking for something relating to the lack of "skilled workers", not something financial or physical.

So we are left with the options of "human" and "worker" -and they both sound good.
However, the typical way of talking about it is "human capital" - so the correct answer is  a).