Correct answer: Neither
The CPU is also known as the processor or microprocessor. The CPU is responsible for executing a sequence of stored instructions called a program. This program will take inputs from an input device, process the input in some way and output the results to an output device. It is neither an input nor an output device, but it is usually connected to both kinds of devices.
Output devices like your monitor, speaker, and printer does not process anything fo it to be categorized as a processing device like your CPU and so as input devices like your mouse, microphone, and keyboard.