Final answer:
The prepositional phrase in the sentence is "into the icy and chilly water."
Step-by-step explanation:
A prepositional phrase is a group of words that begins with a preposition and usually ends with a noun or pronoun called the object of the preposition. Prepositional phrases function as modifiers, providing additional information about nouns, verbs, adjectives, or adverbs in a sentence.
The prepositional phrase in the sentence "The dog jumped into the icy and chilly water" is "into the icy and chilly water."