This question checks basic knowledge of major shipping canals and the water bodies they link. The Suez Canal is one of the most important man made waterways in the world, built to shorten the sea route between Europe and Asia.
The correct option is Mediterranean with Red Sea. The Suez Canal, opened in 1869 and located in Egypt, is a sea level canal with no locks. It lets ships pass between Europe and Asia without going around the southern tip of Africa.
Let's summarize:
So the Suez Canal connects the Mediterranean Sea with the Red Sea.