He lives in —— Punjab, a state of India.

The correct answer is Option E (None of the above). In English grammar, proper nouns representing specific states or countries generally do not require an article. 'Punjab' is a proper noun referring to a specific state in India, so no article ('a', 'an', or 'the') should be placed before it. The sentence is grammatically correct as: 'He lives in Punjab, a state of India.' Options A ('a') and B ('an') are incorrect because they are indefinite articles used before non-specific nouns. Option C ('the') is also wrong here since 'the' is typically used with plural names of states (e.g., The United States) or specific geographical features, not single-state proper nouns like Punjab. Therefore, since no article is needed, 'None of the above' is the right choice.