Final answer:
Azure Active Directory (Azure AD) has built-in Multi-Factor Authentication (MFA) capabilities, which are used to enhance security by requiring multiple authentication methods.
Step-by-step explanation:
Of the services listed, Azure AD (Azure Active Directory) has Multi-Factor Authentication (MFA) capabilities built in. MFA is a security system that requires more than one method of authentication to verify the user's identity for a login or other transaction.
Azure AD provides the ability to configure and enforce MFA for additional security against threats like phishing and other identity-based attacks. However, the services such as Azure Virtual Network, Azure Storage, and Azure DNS do not inherently have MFA, as they are infrastructure services, but they still can be secured using Azure AD’s MFA capabilities when accessing their management interfaces.