Question

At each replication fork, one new strand of DNA is made of many small pieces. What is this strand of DNA called?

Answer 1

It is called a 'Gene'.  A gene is a segment of DNA
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Answer 2

Answer: Lagging Strand

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There is the lagging strand and the leading strand when DNA is replicated at the fork. The leading strand is created continuously, making one long strand. The lagging strand is made of many small fragments/pieces, called Okazaki fragments, and is generated discontinuously (not as one long strand, but pieces).