Explanation:

- Option 1: Arun Nayyar

- There are no well-documented records or major reports supporting the claim that Arun Nayyar was the first Indian to ski to the North Pole.

- Option 2: Neal Paramjeet

- Neal Paramjeet has not been publicly recognized or recorded for skiing to the North Pole as the first Indian.

- Option 3: Ajeet Bajaj

- Correct Answer: Ajeet Bajaj is the correct option.

- He became the first Indian to ski to the North Pole in 2006.

- Ajeet Bajaj's expedition to the North Pole brought significant attention to Indian adventurers engaging in extreme polar expeditions.

- Option 4: Sanjay Thapar

- There is no major evidence or acknowledgment of Sanjay Thapar being the first Indian to ski to the North Pole.

Correct Answer: Option 3: Ajeet Bajaj