Answer
$\bf{Graph{(I)}}$
Work Step by Step
The parametric equations of a circle having radius $r$ are; $x=r \cos t ; y =r \sin t$
Here, we have $x= \cos t , y=\sin t, z=\cos 2t$
We see tht $x$ and $y$ look like a circle when we look down from a top view with a high z-value.
The parametric equation $z=t^2$ can be written as: $z=x^2$
This shows that the projection of the curve on the xz plane must be a circle of radius $1$ and the cosine function has a range of $[-1,1]$; that is $-1 \leq z \leq 1$ .
This matches with $\bf{Graph{(I)}}$.