[RahulK]

Sir,
  In this case the male individuals of the first generation will not be affected, because their x chromosome comes from mother and none of them is affected....

Perfectly right, female non carrier thing is not needed here. Thanks for correcting me. Even if the first mother is a carrier, isn't there always a possibility to have carrier only female progenies? I mean birth of each son/ daughter is an isolated event and there always exists a possibility of unaffected females by being a carrier...

Sunil Sir, now I am able to understand all the scenarios, for the given question. I am just wondering that can we challenge this question, and if yes which is the argument that can hold in favor of us.