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If I want to ask my teacher the exercise we are at which of the following sentences should I use?

1 "which exercise are we at?"

2 "what exercise are we in?"

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What is usually used when the number of options or items that we're choosing from is unknown or a lot. As for which, it's used when we're choosing from a limited number of options or items.

consider the following sentences:

Speaker A) Hey, I want to order some food, you want anything?

Speaker B) yeah, what are you having?

speaker A) I don't know I might order a pizza or a hotdog, which one would you like?

speaker B) pizza's fine.

in the second line B uses "what" since the number of items of food that A could possibly order is unknown or a lot (it could be pizza, hotdog, noodles, steak ...- the list is really long)

in line 3 however, speaker A presents B with only 2 options, and that's exactly why he uses "which" since the number of options/items referred to is limited.

So, when we are choosing between just two or three options, we usually prefer which. If there is no limit to the number of choices, what is used.

However, what and which are often interchangeable. Often what and which are used for the sake of variety. The same is true in these examples of direct and indirect questions:(what and which can be used instead of each other in these sentences for example)

Which / What would you say are the most polluted cities in the world and which / what are the cleanest?

Do you know which / what sort of plants grow best in a shady garden?

I've no idea which / what road to take to Jimmy's place.

What / which route did you take?

ref: http://www.bbc.co.uk/worldservice/learningenglish/grammar/learnit/learnitv175.shtml

ref: https://english.stackexchange.com/questions/3413/which-vs-what-whats-the-difference-and-when-should-you-use-one-or-the-ot

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