Final answer:
The prepositional phrase "into the icy and chilly water" is an adverb phrase that modifies the verb "jumped" by answering the question "where did the dog jump?"
Step-by-step explanation:
The prepositional phrase in the sentence "The dog jumped into the icy and chilly water" is "into the icy and chilly water."
The phrase functions as an adverb phrase because it modifies the verb "jumped" by answering the question "where did the dog jump?"
The phrase modifies the verb by indicating the direction of the dog's jump, indicating that it jumped into the water.