Final answer:
Availability Zones are used for high availability within a single Azure region and cannot protect against a complete region failure. Azure Site Recovery or multi-region replication are needed for protection against such scenarios.
Step-by-step explanation:
Availability Zones in Azure are designed to provide high availability within a single region by physically separating data centers within the region itself. To answer the student's question, False, Availability Zones cannot protect Azure virtual machines against a region failure. If an entire Azure region were to fail, services or virtual machines hosted solely within that region's Availability Zones would be affected.
To protect against region failures, one would need to employ Azure Site Recovery or Azure's multi-region capabilities to replicate applications and data to another region. This ensures business continuity by having a geographically redundant failover location. Therefore, while Availability Zones can protect against datacenter failures within the same region, they are not sufficient for region-wide outages.