To make the strongest electromagnet from the materials listed, you would want to use a ferromagnetic core (such as the iron nail), a conductor (like copper wire), and a power source with a higher voltage (which would provide more current to create a stronger magnetic field).
Among the given options, the best choice is:
iron nail, copper wire, 6-volt battery
This combination provides the best materials for creating a strong electromagnet by using an iron core, which enhances the magnetic effect of the current flowing through the copper wire, and is powered by a 6-volt battery, which allows for a greater current compared to a 3.5-volt battery.