The setting reveals that he is not an excessively wealthy man himself, but he lives surrounded by wealthy people. This is the correct option.
The narrator, Nick Carraway, seems not to be extremely wealthy because he rented a small house. Besides. this house was not really beautiful- a small eyesore- . He lived next to millionaires.
These options are not right:
-The setting reveals that he is excessively wealthy, and he does not care for those who are not. The narrator is ,in fact, wealthy and he does not give any emotional opinion about other people's wealth; he just describes the place where he lives.
-The setting suggests that is unhappy about the state of his home, and dwells on his unhappiness. The narrator does not sound happy or sad; he just describes the place where he lives. His house is a small and not beautiful house between wealthy houses.
-The setting depicts that he is uncomfortable with his neighbors’ houses being so near his. The narrator describes the place. He does not make a point of being so close to his neighbours.