Step 1: Understand the term 'vertebrate'. Vertebrates are animals that have a backbone or spinal column, which is part of an internal skeleton made of bone or cartilage.
Step 2: Analyze the options provided. Determine whether each animal has a backbone or spinal column.
Step 3: Jellyfish are invertebrates because they lack a backbone; they have a soft, gelatinous body structure.
Step 4: Grasshoppers are also invertebrates. They belong to the arthropod group, which has an exoskeleton but no internal backbone.
Step 5: Lizards and horses are vertebrates because they both possess a backbone as part of their internal skeletal structure. Therefore, the correct answer is 'Lizard'.