Hazem,
Two years ago I attended a presentation on Ethics at the PMI Global Congress. One of the examples that they brought up during the presentation was similar to what you ask: There was a junior project manager who claimed to be a PMP but wasn't. An ethics complaint was raised and during the proceedings the ethics committee saw that the young man really had not quite grasped what he had done. So instead of "making an example" of him, they initiated a conversation and "education" about the PMP certificate. He was very apologetic and the matter was closed amicably with him actually starting his education to obtain the certificate.
But I believe you are asking about a "fictional" PMP sample question and want to know "what is the correct answer to select?". That is hard to say.
This is an ethics question and in order to say if a) personal conversation, b) ethics complaint to PMI, or c) report to management is the correct answer, I would have to see the full and exact question text. Each situation can be phrased differently and so the "correct" answer depends very much on the exact words in this situation.
Until Next Time,
Cornelius Fichtner, PMP, CSM
President, OSP International LLC