Looking at the answer options:

'EHAM' (ICAO code for Amsterdam airport) --> CORRECT. Airport codes are always spelled out on the radio, and using the phonetic alphabet. In this example: "Echo Hotel Alpha Mike".

'SIGMET' --> INCORRECT. This is pronounced as a single word, and is not spelled by individual letters.

'GLEX' (aircraft type: Bombardier Global Express) --> INCORRECT. The aircraft type could be spoken words and not spelled out, such as for Boeing, Airbus, Learjet etc. Other aircraft types could be spelt, such as ‘Papa Alpha’ for Piper aircraft, but for this answer it is: "Global Express"

'VOR' --> INCORRECT. VOR, as in the type of beacon, is indeed spelled out in constituent letters, but in plain English and not by using the phonetic alphabet. An individually named VOR would use the phonetic alphabet eg DVR VOR = Delta Victor Romeo VOR.