Answer:
Ethan’s parents were both born in Israel, but he was born in the United States.
Pedro’s parents were both born in Spain, but he was born in the US territory of Puerto Rico.
I'm a bit confused with Alice because you can be a US citizen if both of your parents are US citizens. All of Alice's grandparents were US citizens and they had her parents so they are US citizens as well.
Explanation:
The three options above are natural born US citizen because a natural born US citizen is one who is born or given birth to in the United States. These are people who are US citizen by birth i.e they were given birth to within the territory of United States. Such people do not need to go through naturalisation again later in the future because they are US citizen by nature at birth.