You are deploying a FortiExtender (FEX) on a FortiGate-60F.

VLAN Mode is a more efficient way to connect a FortiExtender to a FortiGate than CAPWAP Mode. This is because VLAN Mode does not require the FortiExtender to send additional control traffic to the FortiGate.

The other options are not correct.

A. Add a switch between the FortiGate and FEX. This will add overhead to the network, as the switch will need to process the traffic.

B. Enable CAPWAP connectivity between the FortiGate and the FortiExtender. This will increase the overhead on the FortiGate, as it will need to process additional control traffic.

D. Add a VLAN under the FEX-WAN interface on the FortiGate. This will not affect the overhead on the FortiGate.

http://docs.fortinet.com/document/fortiextender/7.0.3/admin-guide-fgt-managed/394272/vlan-mode

http://docs.fortinet.com/document/fortiextender/7.0.3/admin-guide-fgt-managed/618684/vlan-mode-and-performance