I agree with those that think this question is badly flawed. As others have noted, SQL Server can in fact "see" local drives, so the "correct" answer is "incorrect"...
The program I referred to: "HandleEx" is available on the http://www.sysinternals.com web site I included in the message ... They apparently have renamed / upgraded it to "Process...
I make a point of having "lightweight thread pooling / NT fibers" turned off for exactly this reason, but if I ran into this on a server I absolutely could...