The correct answer is A. Cairo.
The first Afro-Asian Games were held in Cairo, Egypt from 12 to 26 July 1959. The games were organized by the Afro-Asian Sports Council (AASC), which was founded in 1954 by the leaders of Egypt, India, and Indonesia. The games were attended by 48 countries from Africa and Asia, and featured 12 sports. The games were a success, and were seen as a symbol of solidarity between the two continents.
Option B, Sydney, is incorrect because the first Afro-Asian Games were not held in Sydney. The first Summer Olympics to be held in Sydney were the 2000 Summer Olympics.
Option C, Hyderabad, is incorrect because the first Afro-Asian Games were not held in Hyderabad. The first Asian Games to be held in Hyderabad were the 2002 Asian Games.
Option D, Kuala Lumpur, is incorrect because the first Afro-Asian Games were not held in Kuala Lumpur. The first Southeast Asian Games to be held in Kuala Lumpur were the 1965 Southeast Asian Games.