Answer
$\nabla g=\nabla F=F(proved)$
Work Step by Step
We have $ F=\nabla F $
and $\int_{0,0,0}^{x,y,z} F \cdot \space dr=\int_{0,0,0}^{x,y,z} \nabla \space F \space dr $
$\implies dr=f(x,y,z)-f(0,0,0)$
Since, $\dfrac{\partial g}{\partial x}=\dfrac{\partial f}{\partial x}-0,\dfrac{\partial f}{\partial y}=0$
This implies that
$\nabla g=\nabla F=F(proved)$