In which of the following neighbouring countries of India is the famous Katas Raj Temples complex, with shrines of multiple faiths, located?

Pakistan

The correct answer is Option (4) → Pakistan

The famous Katas Raj Temples complex is located in Pakistan. While India and Pakistan are neighboring countries, the Katas Raj Temples complex is situated in Pakistan's Punjab province. It's a significant Hindu pilgrimage site even though Pakistan is a Muslim-majority country.