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This may be silly question, looks like the first option is obvious but when I was writing some time ago I couldn't figure out until I wrote it here. Still, I wanted to ask you to learn shortest and best way of articulation.

the questions whose answers I don't know

the questions that I don't know their answers

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  • "There are still some unanswered questions..." is how I would say this in a formal message. Informally you could say "What I want to know is, (question)?" – user11628 Oct 9 '16 at 21:27
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    The questions I don't know the answers to is clear, concise, and perfectly acceptable. – P. E. Dant Reinstate Monica Oct 10 '16 at 1:11
  • Here's an ELU discussion on whether you can use whose for inanimate objects. Short version: there's a long history of using whose for inanimate objects, but it still sounds wrong to a lot of native speakers. – stangdon Oct 10 '16 at 13:50
  • @P.E.Dant your answer seems the correct one sir. the answer below is missing the "to" right? could you please add your comment as "answer" so that I can mark it as "the correct answer" ? – Ceyhun Özsoylu Oct 14 '16 at 19:48
  • @CeyhunÖzsoylu The first answer does include the preposition to, but in a different position in the sentence. – P. E. Dant Reinstate Monica Oct 15 '16 at 2:06
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The question posits only two possible formations of this phrase:

  • The questions whose answers I don't know
  • The questions that I don't know their answers

Of these, the second is ungrammatical. The first is acceptable, although many English speakers intuitively feel that "something is wrong" about using whose to refer to things instead of beings (in spite of the fact that Shakespeare himself did so in ~1600CE!)

This usage can be avoided by (as noted in another answer) using the pronoun which instead...

  • The questions to which I do not know the answers

This may be preferable in formal writing. However, in idiomatic English, the most common form is...

  • The questions [that] I don't know the answers to
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I'd suggest:

  • "questions to which I do not know the answer"

I'm open to comments on plurality of the word answer, I don't think it's incorrect however it suggests you're referring to some specific set of answers.

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