Answer:
Correct answer is A most of Europe including modern day Britain, France, Germany, Italy, areas in the modern Middle East and most of North Africa
Step-by-step explanation:
Option A is the correct answer because somewhere at the end of 1st and beginning of 2nd Century Romans conquered the territories that surrounded the Mediterranean and most of the territories in Western Europe.
B is not correct because territories in North Africa including Egypt are not mentioned.
C is not correct as territories in Asia are not mentioned and they didn't had Madagascar.
D is not correct as Russia and Scandinavia were not part of this great empire.