The correct answer is C. Gujarat.
The Mahi River is a major river in western India. It originates in the Vindhya Range in Madhya Pradesh and flows through the states of Gujarat and Rajasthan before emptying into the Gulf of Khambhat. The Mahi River is a major source of irrigation for the region and is also used for hydroelectric power generation.
Option A is incorrect because the Mahi River does not flow into Rajasthan.
Option B is incorrect because the Mahi River does not flow into Maharashtra.
Option D is incorrect because the Mahi River does not flow into Uttar Pradesh.