Final answer:
Alice Roosevelt, the daughter of Theodore Roosevelt, challenged gender norms by smoking a cigarette in the Blue Room. Hence the correct answer is option A
Step-by-step explanation:
The president's daughter who challenged gender norms by smoking a cigarette in the Blue Room was Alice Roosevelt, and she was the daughter of Theodore Roosevelt. Alice was known for her rebellious nature and disregard for societal expectations of women during that time period.
Hence the correct answer is option A