Each option contains a combination of the given statements. Option 4, the correct answer, contains only statement I: "Length of a terrestrial mile is lesser than that of a nautical mile." This is correct as a terrestrial mile, or land mile, is about 1.609 kilometers long, while a nautical mile, used in maritime and air travel, equals approximately 1.852 kilometers.

Option 1, containing all statements, is incorrect because not all three statements are correct. While statement I is true, statement II is false as Harmattan is a dusty wind from the Sahara that blows towards the Western Africa coast, not East Africa. Statement III is also false because Greece and Albania are part of the Balkan Peninsula, not the Iberian Peninsula, which includes Spain and Portugal.

Option 2 contains only statements II and III, both of which are incorrect as explained above.

Option 3 contains only statement III, which is incorrect as noted earlier. Thus, none of these options - 1, 2, and 3 - are correct, leaving option 4 as the valid response.