The famous dialogue between Nachiketa and Yama is mentioned in the Kathopanishad, hence option 3 is correct. Let`s explore each option for your understanding:

Option 1, Chhandogyopanishad, is not correct because it mainly explains the concept of `OM` and meditation along with many philosophical discussions, not the dialogue between Nachiketa and Yama.

Option 2, Mundakopanishad, is incorrect as it mainly focuses on knowledge, truth, and the duality of knowledge (lower and higher), but doesn`t present the conversation of Nachiketa and Yama.

Option 4, Kenopanishad, is not the right answer. The main topic of this Upanishad is the nature and essence of Brahman (the ultimate reality), not the discourse between Nachiketa and Yama.

Now, coming back to the correct answer, option 3, Kathopanishad. The Kathopanishad presents a conversation between Nachiketa, a young brahmin boy, and Yama, the god of death. It concerns matters such as the nature of the self, the afterlife, and the path to enlightenment.