How can I eject my WD Passport drive when it always reports, “This drive is currently in use?”

I tried to eject my WD Passport drive but always get a message telling me that “This drive is currently in use.”

I have looked at the task manager and nothing seems to be running on that drive. I also tried using resmon but that does not show anything running on that drive.

How can I figure out what is running so I can close it?