Conversation so far:
Where did Yo-Yo Ma study?
Yo-Yo Ma graduated from the Juilliard School and Harvard University
When did Yo-Yo Ma start playing cello?
From the earliest possible age, Yo-Yo Ma played the violin, piano and later viola, but settled on cello in 1960 at age four.

Question: Where did he live?
Self-contained rewrite: Where did Yo-Yo Ma live in his early years?