Answer
$\nabla g=\nabla F=F$ (proved)
Work Step by Step
Here, $F=\nabla F$
$\int_{0,0,0}^{x,y,z} F \cdot dr=\int_{0,0,0}^{x,y,z} \nabla F dr$
This implies that $dr=f(x,y,z)-f(0,0,0)$
As we know that $\dfrac{\partial g}{\partial x}=\dfrac{\partial f}{\partial x}-0,\dfrac{\partial f}{\partial y}=0$
Now, we have
$\nabla g=\nabla F=F$
Hence, proved.