Alpha-keratin is a type of protein which is fundamental in the structure of certain cells and tissues.

Option 1 suggests that alpha-keratin is found in blood but this is not accurate. Blood primarily contains proteins like hemoglobin, not keratin.

Option 2 is partially correct as keratin is indeed present in skin, however, it is represented as alpha-keratin and beta-keratin. But in hair and nails, it`s specifically alpha-keratin.

Option 3, wool, is the correct answer. Wool is hair from certain animals and as mentioned before, alpha-keratin is the main protein in hair, nails, and also in wool.

Option 4 suggests that alpha-keratin is found in eggs. Eggs do contain proteins, but those are primarily albumin and not keratin.

In conclusion, while alpha-keratin is found in several places, of the options given, it is most closely associated with wool.