An asteroid
Walter and Luis Alvarez proposed the theory that a large rocky object, such as an asteroid or comet, colliding with Earth caused the mass extinction of the dinosaurs. This theory is known as the Alvarez Hypothesis.
A comet is a celestial object made of ice, dust, and gas that orbits the sun, while a meteor is a small rocky or metallic object that enters Earth's atmosphere and burns up, creating a streak of light in the sky.
Walter and Luis Alvarez proposed that a large rocky object that collided with Earth caused the mass extinction of the dinosaurs. They suggested that this object was an asteroid or comet that struck the planet approximately 66 million years ago, leading to the end of the Cretaceous period.
The Moon.
The object is likely an asteroid, meteoroid, or meteorite. Asteroids are rocky objects that orbit the Sun, meteoroids are smaller rocky objects that travel through space, and meteorites are meteoroids that survive the journey through Earth's atmosphere and reach the ground.
The Earth
Rocky.
The object you are describing is likely a comet. Comets are composed of ice, dust, and rocky material, and they orbit the sun in elongated paths. When a comet gets closer to the sun, the heat causes it to develop a glowing coma and sometimes a tail of gas and dust.
Its gravitational field protects the inner rocky planets from comet bombardment
A frozen ball of dust refers to a small celestial object, typically a comet or a Kuiper Belt Object, composed of ice, dust, and rocky materials. These objects are found in the outer regions of the Solar System and can become active and develop a tail when they approach the Sun.
One object that's currently getting a LOT of attention is the newly discovered Comet ISON, which will make a VERY close pass near the Sun in October, 2013. If Comet ISON survives the encounter - a VERY big "IF"! - then it will probably pass not too far from the Earth and become one of the most impressive comets of the last 300 years. No guarantees, of course, since this is probably Comet ISON's first pass near the Sun; we have no idea what quantity of volatile chemicals and frozen gasses may be in the comet. If it turns out to be mostly rocky, then this could be a bigger flop than Comet Kohoutek.
No. The other terrestrial planets likely have metallic cores similar to Earth's. The gas giants likely have rocky cores.