Explanation:

- Option 1: Lahore

Lahore is a prominent city in Pakistan and does not relate to the educational initiatives undertaken by the Begums of Bhopal, who were based in India.

- Option 2: Bombay

Bombay (now Mumbai) was known for several educational initiatives, but not specifically by the Begums of Bhopal for girls' education in the early 20th century.

- Option 3: Aligarh

Aligarh is famously associated with the Aligarh Muslim University. The Begums of Bhopal did contribute to the cause of women’s education, but the specific action in this context is not tied to Aligarh.

- Option 4: Pune

Pune was a key educational hub in colonial India but wasn't directly associated with the efforts by the Begums of Bhopal.

The correct Answer option is: Aligarh