The correct statement is:
They both exert a strong gravitational pull on each other.
The Milky Way and the Andromeda galaxies are part of the Local Group and actually have a mutual gravitational attraction, which will eventually result in them colliding and merging in about 4 billion years. The other statements are not true; they are moving towards each other, both galaxies are spiral galaxies, and the Andromeda galaxy is larger than the Milky Way galaxy.