The best comparison is:
The electromagnet with 40 coils will be stronger than the electromagnet with 20 coils.
Generally, an electromagnet's strength is proportional to the number of coils of wire around its core. Therefore, having more coils (in this case, 40 coils compared to 20 coils) will increase the strength of the electromagnet. However, the statement about the electromagnet with 40 coils being "exactly twice as strong" is not accurate, as the relationship is not strictly linear. Thus, the first option is the most accurate response.