Since you didn't provide the map, I figured out the answer by process of elimination. The correct answer is the first one: Bombay (India), Kathmandu (Nepal), Bangkok (Thailand), Kuala Lumpur (Malaysia).
I'll explain: India and Nepal are geographically close. In addition, Hinduism still exerts enormous influence in these two countries nowadays. The largest Hindu populations are in these two countries. Therefore, it is safe to assume that the expansion started in India, then went to Nepal. Being the only alternative that presents the capital of India (Bombay) as the first option and the capital of Nepal (Kathmandu) as the second option, the correct answer is the first one.