The correct option is D nation
The correct answer is Option D.
A nation refers to a territory that is connected by history and culture.
Citizenship establishes a relationship between the individual and the NATION. It connect a citizen with the nation.
The remaining options are incorrect :
GOVERNMENT is the ruling body of the nation. It is not the nation itself.
COUNTRY can be used to refer to a nation but it can also be used to refer to a place that has no specific governmental status.
STATE is part of the NATION.
Thus Option D is the correct answer.