In this task, you're given a question, a context passage, and four options which are terms from the passage. After reading a passage, you will get a brief understanding of the terms. Your job is to determine by searching and reading further information of which term you can answer the question. Indicate your choice as 'a', 'b', 'c', or 'd'. If you think more than one option is plausible, choose the more probable option to help you answer the question.

Question: What country was Penney born? Passage:Born in Midlothian on 16 May 1896, Penney was the third of four sons of Joseph Campbell Penney, an Edinburgh accountant, and Margaret Eleanor Jane Gourlay. He was educated at Wellington College, Berkshire and, with the intention of starting a military career, the Royal Military Academy, Woolwich. Still there at the outbreak of World War I in August 1914, he graduated and was commissioned as a second lieutenant into the Royal Engineers on 17 November. Promoted to lieutenant on 23 December 1915, he was initially held back in the United Kingdom, but from 24 January 1916, he fought on the Western Front. He was promoted to the acting rank of captain on 22 January 1917 and made second-in-command (2IC) of a signals company, and his rank of captain was made permanent on 3 November of that year. When the war came to an end on 11 November 1918 Penney had been awarded the Military Cross (MC) and was mentioned in despatches on 18 May 1917. On 22 November 1918 he was awarded the French Croix de guerre 19141918 and, the Belgian Croix de guerre on 4 September 1919.
Links: a. Royal Engineers b. Western Front (World War I) c. Wellington College, Berkshire d. Midlothian
d