Correct Answer - Option 3 : Jesus
Zoroaster: An ancient Persian prophet and founder of Zoroastrianism. Zoroaster is from Parsis religion.
Similarly;
Jesus: Christianity originated with the ministry of Jesus, a Jewish teacher and healer who proclaimed the imminent kingdom of God and was crucified c. AD 30–33 in Jerusalem in the Roman province of Judea. Jesus is from the Christian religion.
Hence, "Jesus" is the correct answer.