Final answer:
An asteroid in the asteroid belt is closest to the Sun when compared with the other options provided, as it is located between Mars and Jupiter, whereas the other objects are much farther out in the solar system.
Step-by-step explanation:
Of the options provided, an asteroid in the asteroid belt is closest to the Sun. The asteroid belt is located between the orbits of Mars and Jupiter. In contrast, the Kuiper Belt, where Pluto resides and some comets originate, is beyond Neptune. Comets in the Oort cloud are even farther, existing in a distant spherical shell encompassing our solar system. Neptune is the eighth planet from the Sun and is farther than the asteroid belt. Therefore, among the listed options, the asteroid in the asteroid belt is nearest to the Sun.