The correct answer is (c) Nairobi.
The United Nations Environment Programme (UNEP) is the leading global environmental authority that sets the global environmental agenda, promotes the coherent implementation of the environmental dimension of sustainable development within the United Nations system and coordinates the environmental activities of the United Nations and its agencies.
UNEP was established by the United Nations General Assembly in 1972 at the Stockholm Conference on the Human Environment. The headquarters of UNEP is located in Nairobi, Kenya.
The other options are incorrect.
(a) Geneva is the headquarters of the United Nations Office at Geneva (UNOG).
(b) Kathmandu is the capital of Nepal.
(d) New Delhi is the capital of India.