Tweak FAQ answer for passing julia options in a script file. (#34018)

doc/src/manual/faq.md

@@ -67,7 +67,7 @@ When a file is run as the main script using `julia file.jl` one might want to ac
 functionality like command line argument handling. A way to determine that a file is run in
 this fashion is to check if `abspath(PROGRAM_FILE) == @__FILE__` is `true`.
 
-### How do I catch CTRL-C in a script?
+### [How do I catch CTRL-C in a script?](@id catch-ctrl-c)
 
 Running a Julia script using `julia file.jl` does not throw
 [`InterruptException`](@ref) when you try to terminate it with CTRL-C
@@ -90,8 +90,7 @@ use `exec` to replace the process to `julia`:
 ```julia
 #!/bin/bash
 #=
-exec julia --color=yes --startup-file=no -e 'include(popfirst!(ARGS))' \
-    "${BASH_SOURCE[0]}" "$@"
+exec julia --color=yes --startup-file=no "${BASH_SOURCE[0]}" "$@"
 =#
 
 @show ARGS  # put any Julia code here
@@ -102,6 +101,19 @@ script.  Julia ignores this part since it is a multi-line comment for
 Julia.  The Julia code after `=#` is ignored by `bash` since it stops
 parsing the file once it reaches to the `exec` statement.
 
+!!! note
+    In order to [catch CTRL-C](@ref catch-ctrl-c) in the script you can use
+    ```julia
+    #!/bin/bash
+    #=
+    exec julia --color=yes --startup-file=no -e 'include(popfirst!(ARGS))' \
+        "${BASH_SOURCE[0]}" "$@"
+    =#
+
+    @show ARGS  # put any Julia code here
+    ```
+    instead. Note that with this strategy [`PROGRAM_FILE`](@ref) will not be set.
+
 ## Functions
 
 ### I passed an argument `x` to a function, modified it inside that function, but on the outside, the variable `x` is still unchanged. Why?