The correct option is A to live
The infinitive verb is a verb with the word 'to' in front of it. This verb is always just a verb. There is no - ed, no - ing, no - s at the end of the verb. To-infinitive is used with adjective. Here, 'expensive' is adjective. Thus, options B, C and D are wrong according to the rule. The correct option is A since 'to' is in front of the verb 'live' and is used with adjective.