Concept:
Kosi Rail Mahasetu is an important railway bridge built over the Kosi River in Bihar. It improved rail connectivity in the Mithilanchal region and strengthened transport near the Indo-Nepal border.
• Inaugurated in 2020
• Built over the Kosi River
• Connects Nirmali and Saraigarh
Step 1: Understand the geographical location.
The bridge is located in:
Bihar, India
Bihar shares an international border with:
Nepal
Step 2: Identify the strategic importance.
The bridge enhances:
• Trade
• Transport
• Regional connectivity
especially near the India-Nepal border.
Step 3: Eliminate incorrect options.
• India-Pakistan -- western border
• India-Sri Lanka -- southern maritime border
• India-Bangladesh -- eastern border
• India-Nepal -- correct
Step 4: Final conclusion.
Hence, the bridge is along:
\[
\boxed{\text{India-Nepal}}
\]