Correct Answer: (Tokyo, Egypt, Oslo)

Solution : Let's check the options –
First option: (Bangkok, Dhaka, Ottawa); Bangkok is the capital of Thailand, Dhaka is the capital of Bangladesh, and Ottawa is the capital of Canada.
Second option: (Tokyo, Egypt, Oslo); Tokyo is the capital of Japan, and Oslo is the capital of Norway, but Egypt is a country, not the capital of any country.
Third option: (Thimphu, Jakarta, Nairobi); Thimphu is the capital of Bhutan, Jakarta is the capital of Indonesia, and Nairobi is the capital of Kenya.
Fourth option: (Canberra, Beijing, Rome); Canberra is the capital of Australia, Beijing is the capital of China, and Rome is the capital of Italy.

So, only the second option is different from the other three options as here, all the words are not the capital cities. Hence, the second option is correct.