Great answer Nina!
Correct me if I'm wrong, but that may be just about one animal (as opposed to multiple animals or a species).
The question says WHICH animal, so wouldn't the best answer would be 哪隻, not 什麼? If you used 什麼 you would be implying more of "WHAT animal has green feathers?" I know that 什麼 works too, but 那隻 would be more fitting in my opinion.