Final answer:
Ethiopia is the country at the geographical coordinates 9°N, 40°E, located within the eastern part of Africa in the Horn of Africa region.
Step-by-step explanation:
The country located at the geographical coordinates 9°N, 40°E is Ethiopia. These coordinates indicate a position in the eastern part of Africa. When you compare these coordinates to those of the regions mentioned, it clearly falls within the latitude and longitude range of Africa, not the other regions like Europe or Asia, which have different median latitudes and longitudes as provided. Ethiopia is located within the Horn of Africa, which is known for its diverse landscapes and climates ranging from the highlands to deserts.