The correct answer is option 4: Mitochondria.

Mitochondria are organelles found in the cells of living organisms. They are often referred to as the "powerhouses" of the cell because they produce energy in the form of ATP through a process called cellular respiration.

One of the unique features of mitochondria is that they contain their own DNA, separate from the DNA found in the cell nucleus. This DNA is known as mitochondrial DNA (mtDNA). The mitochondrial DNA is circular, in contrast to the linear DNA found in the nucleus.

The presence of DNA in mitochondria is important because it allows these organelles to carry out their functions independently. Mitochondrial DNA contains the instructions for the production of some essential proteins needed for energy production.

It is worth noting that the other options provided in the question (cell membrane, endoplasmic reticulum, and Golgi bodies) do not contain DNA. The cell membrane is responsible for regulating the movement of substances in and out of the cell. The endoplasmic reticulum is involved in protein synthesis and lipid metabolism, while the Golgi bodies are responsible for packaging and modifying proteins.