The correct answer is A. Jim must drive to the North to study the northern lights. Here, the word North is supposed to be capitalized because it is a cardinal direction, and the word northern doesn't have to be capitalized because it is an adjective denoting the word lights. In B, the word German has to be capitalized. In C, McKinley is also supposed to be capitalized because it is the name of a mountain. In D, the word State doesn't have to be capitalized because it is a common noun, not a name.