Eurasia the the combined land of two continents: of Europe and Asia.
To the South-west Eurasia borders Africa, so it will definitely be in the correct answer. It can't be "Europe and Africa" since Europe is a part of Eurasia .
It also can't be "Asia and Africa" since Asia is a part of Eurasia .
The correct answer would be: Africa and Australia - but there is no such answer.
So I understand that the question means the land that the two continents share - then the best answer is "Europe and Asia".