Answer:
Marcy was listening to the Beatles song Yellow Submarine while she read William Shakespeare’s Othello.
Word that should be in italics: Othelo
Step-by-step explanation:
In general, we can italicize phrases and words that are foreign, that refers to technical terms, to names of vehicles and for titles of major works like the name of a magazine, a newspaper, TVs and radio programs, books, novels, movies, works of art, albums and plays such as Othelo, the Shakespearean play.
However, we can not italicize parts or sections of major works, or shorter pieces, like chapter in a book, short stories, sections of a magazine or a newspaper, songs (such as the one mentioned in the sentence: "Yellow Submarine"), poems (except those that are very long) nor the the titles of long sacred works like the Bible and the Koran.