Answer:
According to President Roosevelt, "The world was at the brink of war."
Explanation:
Periods and commas at the end of a quotation always go before the closing quotation mark (options 1 and 2). Capitalizing "was" after "Jr." is a mistake, because the period after Jr. does not finish the sentence (option 2). When quoting full sentences, the quotation should start with a capital letter (option 3) and adverbial clauses introducing the quotation are set off with a comma (option 3).
