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The correct answer is option 2, Mumbai. Mumbai is the city linked by the highest number of Railway Zones in India. Railway Zones are administrative divisions of the Indian Railways network that are responsible for the efficient functioning and management of the railways in their respective regions. Mumbai, also known as the financial capital of India, is a major transportation hub and connects multiple railway zones in the country. It serves as the headquarters for two railway zones, namely Western Railway and Central Railway. These zones cover a large part of the country, including states like Maharashtra, Gujarat, Madhya Pradesh, Rajasthan, and parts of Karnataka and Tamil Nadu. Therefore, Mumbai is the city linked by the highest number of railway zones in India.