Step 1: Recall who Bahadur Shah Zafar was.
He was the last Mughal emperor and had become a symbolic leader of the 1857 revolt after rebel soldiers proclaimed him as their head.
Step 2: What happened after the revolt failed.
Once the British regained control of Delhi in 1857, they arrested Bahadur Shah Zafar and put him on trial for supporting the rebellion.
Step 3: His punishment.
He was found guilty and exiled from India. The British sent him to Rangoon in Burma, which is present day Myanmar.
Step 4: The final answer.
The correct answer is Burma (Myanmar). He lived the rest of his life there under British watch and died in 1862, marking the formal end of the Mughal dynasty.