Where are the Ajanta caves?

The correct answer is Option (3) → Maharashtra

The Ajanta caves are about 30 rock-cut Buddhist caves in Maharashtra, cut into a horseshoe-shaped cliff above the Waghora river, near Aurangabad. They were made between about the 2nd century BCE and the 5th century CE and are famous for their wall paintings of the Jataka tales. They have been a UNESCO World Heritage Site since 1983.