The correct answer is - A. is linked to Egypt by the Nile.
It may seem as a weird criteria to not include a country in one region and put it into another because it is connected to one of those regions with a river, but in fact, in this case, it is totally justified. The connection with Egypt through the Nile River, is not just from geographic perspective, but this river also influenced the development of the civilizations in Sudan from ancient time exactly because of this river. They were connected with the north, not the south, and they were communicating, trading, adopting cultural traits through this river, but not with the sub-Saharan region.
