Executing the files in the sandbox on the web proxy is the best solution to reduce the risk of employees downloading and opening malicious files from the internet. A sandbox is a secure and isolated environment that can run untrusted or potentially harmful code without affecting the rest of the system. By executing the files in the sandbox, the web proxy can analyze their behavior and detect any malicious activity before allowing them to reach the corporate workstations. References: [CompTIA CASP+ Study Guide, Second Edition, page 273]