This does not necessarily included in laws, but it is considered as a form of etiquette as a sign of respect for the deceased. Having the lights on the intersection would be assign for other vehicles that the funeral is on its way so they are informed that road might be moving a little bit slow for that moment.
The best and most correct answer among the choices provided by the question is the first choice. <span>As a funeral procession enters an intersection all of the cars in the procession should slow down. </span>I hope my answer has come to your help. God bless and have a nice day ahead!