Hey there!
The correct answer to this question should be "The Middle East."
Southwest Asia is also called the Middle East. The reason why it is called the Middle East is because the land located is between the continents of both Asia and Europe.
If you look at a map, some countries in the Middle East (or Southwest Asia) are Iran, Egypt, Iraq, Syria, Turkey, and other countries.
Hope this helps you.
Have a great day! :)