Step 1: Understanding the Concept
Fenny is a traditional liquor from Goa.
Step 2: Source
It is made by fermenting the fleshy pedicels, called cashew apples, of cashew fruits.
Step 3: Compare the options
Jack, fig and banana are not used for fenny.
Final Answer:
Fenny is made from cashew.
\[ \boxed{\text{(A) }\text{Cashew}} \]