The correct answer of this question is : Water
EXPLANATION :
Before going to answer this question, first we have to understand the specific heat capacity.
The amount of heat required to raise the temperature of one gram of substance through one degree celsius is known as the specific heat capacity.
Hence, more is the specific heat of the substance, more is the heat required to change its temperature.
As per the questions, same amount of heat is given to water,air, sand and concrete.
The specific heat of water is more as compared to sand and concrete.
The specific heat of air is of two types like specific heat at constant pressure and specific heat at constant volume. Both these values are temperature dependent. Normally, specific heat at constant volume is less than water.
Hence, water will show the smallest change in temperature.