Which 2-letter POSIX command is different from all the others?

I was interviewed for an internship and I got the same question as this one: http://www.glassdoor.com/Interview/Which-2-letter-POSIX-command-is-different-from-all-the-others-QTN_498236.htm The answer is right, it is cd (as the interviewer told me so). I am very confused at this one. Why cd is different? I told the interviewer that it is different because it might not be implemented by the "shell", but I did not know what I was talking about at that time.