The correct answer is (a) Brussels.
The European Union (EU) is a political and economic union of 27 member states that are located primarily in Europe. The EU operates through a system of supranational institutions and intergovernmental-negotiated decisions by the member states. It aims to bring about the coordination of member states’ economic policies, a single market in which goods and people move freely, and common policies on trade, agriculture, fisheries, and regional development.
The headquarters of the EU are located in Brussels, Belgium. The city is also home to the Council of the European Union, the European Commission, and the European Parliament.
The other options are incorrect.
(b) Helsinki is the capital of Finland.
(c) Paris is the capital of France.
(d) Rome is the capital of Italy.