Answer : 3. "3"
Explanation :

at will replace by because – Shocked always agrees with at (Prep.) at is used with Adjectives for showing the cause of something. Look at the examples given below : They were impatient at the delay. She was delighted at the result. Here, shocked is the Adj. and it is indicating the Cause (reason) of the actress’s shock. Hence, at the news of her dog’s death is the right usage