Which of the following is a common vodka brand?

The correct answer is Grey Goose, as it is a well-known premium vodka brand recognized for its smooth taste and high-quality ingredients. Grey Goose is produced in France and is often associated with luxury and sophistication in the vodka market.

In the context of the options provided, Hennessy is a prestigious brand of cognac, which is a type of brandy made from grapes. Jack Daniel's is a famous Tennessee whiskey, known for its distinctive flavor profile that comes from the distillation process and aging in charred oak barrels. Captain Morgan, on the other hand, is best known for its spiced rum, which is distinctively different from vodka. Each of these brands belongs to a different category of spirits, making Grey Goose the only correct option in the context of a common vodka brand.