Which of the following Indian state/UT share a boundary with Afghanistan?

Jammu and Kashmir

The correct answer is Option (1) - Jammu and Kashmir

Afghanistan shared the International Boundaries with Jammu and Kashmir i.e. Pakistan-Occupied-Kashmir which India claims as part of the Union Territory of Jammu and Kashmir.

The Indian-administered region of Jammu and Kashmir, as per Indian official maps, includes areas that touch Afghanistan, although this area is currently under Pakistani control.