We analyze each option.
Option (1): \( x = 4\cos t,\ y = 4\sin t \)
This is a circle: \( x^2 + y^2 = 16 \)
Option (2):
\[
x^2 - 2 = -2\cos t \Rightarrow \cos t = -\frac{x^2 - 2}{2}
\]
Also:
\[
y = \cos^2 \left( \frac{t}{2} \right) = \frac{1 + \cos t}{2}
\Rightarrow y = \frac{1 - \frac{x^2 - 2}{2}}{2} = \frac{1}{2} - \frac{x^2 - 2}{4}
\Rightarrow y = -\frac{x^2}{4} + 1
\]
Clearly a parabola.
Option (3):
\[
\sqrt{x} = \tan t,\ \sqrt{y} = \sec t \Rightarrow x = \tan^2 t,\ y = \sec^2 t \Rightarrow y = 1 + x
\]
So this is a straight line.
Option (4):
Not reducible to quadratic form easily and not a conic.
% Final Answer:
\[
\boxed{x^2 - 2 = -2\cos t,\ y = \cos^2 \left( \frac{t}{2} \right)}
\Rightarrow y = -\frac{x^2}{4} + 1 \Rightarrow \text{Parabola}
\]