The correct answer is B. Dhar.
Raja Bhoj was a legendary ruler of the Paramara dynasty who ruled over Malwa in the 11th century. He was a great patron of learning and literature, and is credited with founding the University of Bhojpur. He was also a skilled warrior, and is said to have defeated the Chalukyas of Gujarat in battle.
Dhar was the capital of the Paramara dynasty, and Raja Bhoj is said to have built many temples and palaces there. The city is also home to the Bhojeshwar Temple, which is one of the largest temples in India.
The other options are incorrect. Bhopal is the capital of Madhya Pradesh, and was not founded until the 18th century. Vidisha is an ancient city that was once the capital of the Satavahana dynasty. Gwalior is a city in Madhya Pradesh that was once the capital of the Tomara dynasty.