The headquarter of a few agencies related to the UN are located in Vienna, which is in

Belgium
Austria
Denmark
Sweden

The correct answer is: B. Austria.

The United Nations Industrial Development Organization (UNIDO) is headquartered in Vienna, Austria. It is a specialized agency of the United Nations that promotes industrial development and the transfer of technology to developing countries. UNIDO was founded in 1966 and has 174 member states.

The other options are incorrect. Belgium is the headquarters of the European Union, Denmark is the headquarters of the Organization for Economic Co-operation and Development (OECD), and Sweden is the headquarters of the Nobel Prize.