Some people are blind and so can't see a visual captcha. Some people are deaf and so can't hear an audio captcha. Some people have mental disabilities that would prevent them from being able to correctly answer a simple question type captcha. Usability studies have shown that about 70% or so of web users are disabled in some way that affects their ability to interact with some ways of doing things on the web.
If the particular captcha you are using relies on a particular ability that people have and computers do not then those people whose disability is that they don't have that particular ability can not be distinguished from a bot using that captcha. Some captchas try to partly get around this by presenting the captcha two ways so that a person would have to be disabled in both ways in order to not be able to use one of the two. That's why some visual captchas have the ability to play a sound file of the captcha content - that way both deaf and blind people will be able to use the captcha just as long as they are not both deaf and blind.
Do you really want to aggravate someone looking to spend a five figure amount who is colour blond and who therefore has failed to distinguish the characters in your captcha several times already and who therefore decides to go to some other site and let them have the money instead?
Ideally you want to use a captcha that clearly distinguishes based on some difference between people and bots that applies to all people and all bots. Unfortunately there is no such captcha. As David said, the closest to that non existent captcha that I have found so far is the time that it takes people to fill out the form - bots can type a lot quicker than people. Where that type of captcha may run into problems is if people copy and paste content - you'd have to try to work out the appropriate points in the process to time between to take things like that into account.