Explanation:

- In ancient Greece, women were not allowed to _______ in the Olympic Games.

- Option 1: "comply" means to follow rules or conform to a request. Not relevant here, as it doesn't relate to participation.

- Option 2: "collide" means to crash or come into conflict physically. It’s unrelated to participating in games.

- Option 3: "compete" means to take part in a contest or race. This option is appropriate as it relates to participation in the Olympic Games.

- Option 4: "cope" means to handle or deal with difficulties. It’s unrelated to the context of participation.