/usr/bin/exo-preferred-applications is in exo-utils 0.10.2-3ubuntu1.
This file is owned by root:root, with mode 0o755.
The actual contents of the file can be viewed below.
1 2 3 4 5 6 7 8 9 10 11 | #!/bin/sh
#
#
# Copyright (c) 2005-2006 Benedikt Meurer <benny@xfce.org>
#
# Opens the "Preferred Applications" dialog, which
# allows users to configure their preferred Web
# Browser, Mail Reader and Terminal Emulator.
#
exec /usr/lib/x86_64-linux-gnu/xfce4/exo-1/exo-helper-1 --configure "$@"
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