Answer:
Conjunction Fallacy
Step-by-step explanation:
The Conjunction Fallacy is a formal fallacy when one uses evidence that a combination-- or conjunction-- of two possible events are more likely than one of the other events. The speaker only uses two events: "...that the Yankes lose the first game of the series, or that they lose the first game and come back to win?" and combines the two in the latter pondering.
The Base Rate Fallacy is a paradox that explains situations where there is more than one false factoid of evidence. The speaker doesn't address false evidence and decide upon it, so this can't be the answer.
The fallacy (law) of small numbers is an informal fallacy when one reaches a decision based on insufficient evidence. While it's true that the speaker doesn't have enough evidence, they also don't have any-- thence the answer is the Conjunction Fallacy.
The Regression to the Mean fallacy is an informal fallacy when one explains something by its probabilistic nature-- not based on evidence. The speaker explains that they simply "...expect the Yankees to win the series, so [they'll] take the second choice."