The correct options are
A Lahore
B Banaras
C Mathura
Cities that were part of Guru Nanak Dev Ji's first udasi were: Sayyidpur, Lahore, Sialkot, Panipat, Delhi, Haridwar, Banaras, Gaya, Patna, Kamroop in Assam, Jagannath Puri, Dhaka, Bhopal, Chanderi and Mathura.