Detailed Instructions: In this task, you're given a passage, further information available on a particular linked term from the statement, and an answer term. Your job is to generate a question that can use the information provided to obtain the given answer. You should use the information on both passage and link information to create the question. Note that the answer to the question should be exactly the given answer, and if the answer is none, the answer to the question shouldn't be obtainable from the passage or linked information.
Problem: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.
Link Information: Midlothian (; ) is a historic county, registration county, lieutenancy area and one of 32 council areas of Scotland used for local government Answer: Britain
Solution:
What country was Penney born?