Meaning of 'with a pinch of salt'

[kris]

Test No. express/advan-3 "Lucky Alex", question 4

Alex said he had had a dream about the horse winning but most people regarded this story with a pinch of salt.

(a) with enthusiasm
(b) with caution
(c) with care
(d) with luck

Test No. express/advan-3 "Lucky Alex", answer 4

Alex said he had had a dream about the horse winning but most people regarded this story with caution.

Correct answer: (b) with caution
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Can you explain to me about "with a pinch of salt"? I don't understand why the answer is b.
Thanks!

[Torsten]

If you take something with a pinch of salt you are sceptical about a statement because you have reason to doubt it.

TOEIC listening, photographs: A lemonade stand

[Rich7]

Take it with a grain of salt (AE)