The correct option is
A The, no article
Before most proper nouns, like names of people, continents, countries, cities, etc, the use of an article is omitted. As 'Sicily' is the name of a city, (which is an island), no article precedes this word.
However, before certain proper names, especially names of places, the definite article 'the' is used. The word 'Andamans' is one such proper name which denotes the name of a place (a group of islands). Other examples are: 'the Himalayas', the Sahara', 'the West Indies', etc.
Given the above, option B is the correct answer.
Option A is incorrect as it suggests the use of the article, 'the' before the proper noun, 'Sicily'.
Option C is incorrect as it suggests no article before the noun 'Andamans'.
Option D is incorrect as it suggests the use of the article, 'a' before the proper noun 'Sicily'.