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(e) Antarctica
Although, as posted, a number of countries have laid claim to that chilly continent, for the most part it's governed today by a multilateral treaty. (map credit)
Almost jumped to (g), Australia, but British Queens have ruled as heads of state over that continent-country-former colony. As for other continents, North America's had the fewest -- 1, Kim Campbell, who served as Canada's Prime Minister for several months in 1993. Make it 2, if, again, you count those Queens.