The question asks about the Five-Year Plan during which the Bokaro Steel Plant was established. To answer this, we must understand the timeline of India's Five-Year Plans and key industrial projects during these periods.

India's Five-Year Plans were a series of centralized and integrated national economic programs aimed at enhancing the country's economic development. Each plan focused on specific sectors for development.

The Bokaro Steel Plant, one of the country's major public sector steel plants, was established with the goal of ramping up steel production to meet national demand and support economic growth. Here is a breakdown of the relevant Five-Year Plans:

• First Five-Year Plan (1951-1956): Primarily focused on agriculture, irrigation, and community development.
• Second Five-Year Plan (1956-1961): Focused on rapid industrialization, particularly the development of the heavy industry and infrastructural growth.
• Third Five-Year Plan (1961-1966): Focus was on the agriculture sector to achieve self-sufficiency in food grains, and also a significant emphasis on establishing new industrial plants, including steel plants.
• Fourth Five-Year Plan (1969-1974): Aimed at accelerating the growth rates and improving the living standards, but it faced constraints due to financial challenges and political instability.

The Bokaro Steel Plant was established during the Third Five-Year Plan (1961-1966). It was part of the initiative to build new steel plants with Soviet collaboration, and its foundation marked significant progress toward achieving industrial capacity.

Therefore, the correct answer to the question is Third.