Final answer:
3rd order neurons in the anterolateral pathway extend their axons to synapse in the primary somatosensory cortex, specifically, the postcentral gyrus for processing somatosensory stimuli.
Step-by-step explanation:
The 3rd order neurons in the anterolateral pathway project their axons to a specific area of the brain for the initial processing of somatosensory stimuli and conscious perception. These 3rd order neurons are located in the thalamus and their axons extend and synapse in the postcentral gyrus of the cerebral cortex. So, the correct answer to the student's question is 'b) Primary somatosensory cortex'.