Given that the cone has a horizontal base and a horizontal plane passes through a cone, you need to remember the definition of "Cross Sections".
Cross Sections are defined as those shapes obtained by the intersection of a plane and a three-dimensional object.
Knowing that, in this case, the three-dimensional is a cone, you can draw a horizontal plane passing through the cone. This cut is parallel to the base of the cone. Since the base of a cone is circular, you obtained:
Notice that the cross-section is a circle.
Hence, the answer is: Third option.