One way to figure this question out that would be easy is look at the locations of each state.
Atlanta is in Georgia, that is a southern state in between Florida and Tennessee.
New Orleans is in Louisiana, is a southern state below Mississippi, but next to Florida.
Dallas is located in Texas, which is a southern state and is actually right next to Louisiana and New Mexico.
You answer will be D - St. Louis which is located in Missouri which is not a southern state.