The correct answer is A. Mumbai.
Elphinstone Road suburban railway station is a railway station on the Western line of the Mumbai Suburban Railway network. It is located in the Prabhadevi area of Mumbai, India. The station was recently renamed as Prabhadevi railway station.
The station is one of the busiest stations on the Western line, with over 1.5 million passengers using it every day. It is served by both local and express trains. The station is also connected to the Mumbai Metro via the Elphinstone Road Metro station.
The station was originally named after Mount Elphinstone, which is located in the vicinity. The station was renamed as Prabhadevi in 2017, after the area in which it is located.
The other options are incorrect. Bengaluru is the capital of Karnataka, Tamil Nadu is a state in southern India, and New Delhi is the capital of India.