Question: The first major bay north of Sydney Harbour, encompassing Lion Island, is called what?

Context paragraphs:
North Sydney Olympic Pool: The North Sydney Olympic Pool is a swimming and exercise complex located adjacent to Sydney Harbour at Milsons Point in North Sydney between the Sydney Harbour Bridge and Luna Park.  Designed by architects Rudder & Grout in the Inter-War Free Classical style with art deco-style decorations, the Olympic-sized outdoor pool was built on part of the Dorman Long workshops site following the completion of the Harbour Bridge.  The pool opened 4 April 1936 and hosted the swimming and diving events for the 1938 Empire Games.  Heating was added in 2000 and a 25m indoor pool was added in 2001.  Despite the name, it was not the aquatic venue for the 2000 Sydney Olympic Games; the aquatic events took place at the Sydney International Aquatic Centre in Sydney Olympic Park.

Broken Bay: Broken Bay, a semi–mature tide-dominated drowned valley estuary, is a large inlet of the Tasman Sea located about 50 km north of Sydney central business district on the coast of New South Wales, Australia; being one of the bodies of water that separate greater Metropolitan Sydney from the Central Coast.  Broken Bay is the first major bay north of Sydney Harbour.

Sydney Harbour anti-submarine boom net: The Sydney Harbour anti-submarine boom net was an anti-torpedo and submarine defence net that was in Sydney Harbour during World War II.  It spanned the entire width of the harbour from Green Point, Watsons Bay to Georges Head, on the northern side of Sydney Harbour.  The boom formed part of the Sydney Harbour defences which also included artillery batteries and patrol boats.

Lower North Shore (Sydney): The Lower North Shore refers to the Sydney Harbour Peninsula that is located on the north side of the Sydney Harbour Bridge.  The three bodies of water that surround the Lower North Shore are Lane Cove River on its western boarder, Sydney harbour on its south side, and Middle Harbour on its east.  The Lower North Shore borders the Upper North Shore when the Lane Cover River and Middle Harbour are at their closest.

Jeffrey Street: Jeffrey Street or Jeffreys Street is a street located in Kirribilli, famous for being one of the most popular vantage points for views of the city skyline of Sydney, the Sydney Harbour Bridge and the Sydney Opera House.  The street is located on the Lower North Shore of Sydney Harbour, directly across the harbour from Circular Quay and is a popular destination for tourists, particularly on Australia Day and New Year's Eve.  The street leads uphill from the harbour in a northerly direction to the small shopping village of Kirribilli.

Clark Island (New South Wales): Clark Island is a small island in Sydney Harbour, near the coast of New South Wales, Australia.  The island is part of the Sydney Harbour National Park and lies offshore the Sydney suburb of Darling Point, in the eastern part of Sydney Harbour between the Harbour Bridge and the harbour entrance.

Georges Head Battery: The Georges Head Battery is a former military fortification located on the Georges Head in the suburb of Mosman in Sydney, New South Wales, Australia.  The site consists of the original battery and barracks, designed by Colonial Architect James Barnet, located at the end of Suakin Drive, Georges Heights, two later batteries located adjacent to the corner of Middle Head Road and Best Avenue, Georges Heights, and the Beehive (or Lower) Casemate adjacent to the Armoured (or Upper) Casemate in Chowder Bay Road.  The Georges Head Battery is one of three forts in the area that were built for the purpose of defending the outer harbour.  The other two forts are located at Middle Head and Bradleys Head, Mosman.  The fort became a command post in the 1890s for the coordination of all of Sydney's harbour defences.  It was decommissioned in 2002 and part of the land is managed by the Sydney Harbour Federation Trust, with other parts managed by the NSW National Parks & Wildlife Service as part of the Sydney Harbour National Park.

Port Jackson: Port Jackson, consisting of the waters of Sydney Harbour, Middle Harbour, North Harbour and the Lane Cove and Parramatta Rivers, is the ria or natural harbour of Sydney, New South Wales, Australia.  The harbour is an inlet of the Tasman Sea (part of the South Pacific Ocean).  It is the location of the Sydney Opera House and Sydney Harbour Bridge.  The location of the first European settlement in Australia, Port Jackson has continued to play a key role in the history and development of Sydney.

Lion Island (New South Wales): Lion Island is a river island that is located at the mouth to the Hawkesbury River inside Broken Bay, in the state of New South Wales, Australia.  The island is considered part of the Central Coast Council .  It is a descriptive name because it resembles a Sphinx, a mythical figure of a crouching lion.

Rodd Island: Rodd Island is a 6700 m2 island on the Parramatta River in Sydney, Australia.  It lies in the centre of Iron Cove, between the suburbs of Drummoyne, Russell Lea, Rodd Point, Haberfield and Leichhardt.  It is located west of the Sydney Harbour upstream and the Harbour Bridge.  Today the island is uninhabited, and forms part of the Sydney Harbour National Park.  The island has had various other names over its history: Rabbit Island, Rhode Island, Snake Island and Jack Island.

Supporting paragraphs: Lion Island (New South Wales) Broken Bay
Answer: Broken Bay