The answer is the last option provided: "Je l'aime"
<u>EXPLANATION</u>: the first option is not grammatically correct because the "le" is wrongly placed. The second option uses the plural pronoun "les" whereas the sentence features a singular noun, "le hockey," so that can't be right. And finally, the third option is also wrong, because it uses a feminine pronoun "la" when in the sentence the noun is masculine "LE hockey." Moreover, the third option would require an apostrophe because of the two vowels ("a") next to each other. This only leaves the last option listed as correct.
