\sqrt{.02} = \sqrt{\dfrac{2}{100} } =\dfrac{\sqrt{2} }{10}

2 is not a perfect square so its square root cannot be found exactly

\sqrt{.9} = \sqrt{\dfrac{9}{10} } =\dfrac{3}{\sqrt{10} }

10 is not a perfect square so its square root cannot be found exactly

\sqrt{.4} =\sqrt{\dfrac{4}{10} } =\sqrt{\dfrac{2}{5} }

2 and 5 are not perfect squares so their square roots cannot be found exactly

\sqrt{.09} =0.3

Therefore

C is the correct choice

\sqrt{.025} =\sqrt{\dfrac{25}{1000} }=\dfrac{5}{10}\dfrac{1}{\sqrt{10} } =\dfrac{1}{2\sqrt{10} }

10 is not a perfect square so its square root cannot be found exactly