I understand your confusion with this question, and you are correct in pointing out that it may not be well-designed. The options given do not accurately describe the ability of radiation to penetrate a sheet of lead that is 3 inches thick.
It is true that alpha particles are easily stopped by a sheet of lead, as they have a short range and interact strongly with matter. Beta particles, on the other hand, can be stopped by conductive materials like metals such as lead. So, both alpha and beta particles would have negligible penetration ranges in lead, as you mentioned.
Gamma rays, being a type of electromagnetic radiation, have much higher penetrating power. They can travel through thick materials, including lead, depending on their energy. Therefore, in the context of lead as the material, option E (gamma rays > beta particles > alpha particles) is the most accurate, as it acknowledges that gamma rays can penetrate lead the furthest.
I apologize for the confusion caused by this question. It is important to critically analyze and question the accuracy of the given options when encountering such situations.