Answer:
Steroid hormone receptors are intracellular receptors that are mostly found in the cytoplasm and nucleus of the cell. All intracellular receptor belongs to the nuclear receptor superfamily and are structurally similar.
First steroid hormone binds to a steroid receptor present in the cytoplasm then this activated receptor move into the nucleus and binds to a hormone response element present on DNA which results in regulation of transcription of a particular gene in the nucleus.
Therefore to identify the steroid hormone receptor of interest cytoplasm and nucleus is the cell fraction I would want to work with.