The correct answer is option 4 - Yangon.
Option 1 - Kolkata is not the geographically nearest city to Port Blair as it is located in the eastern part of India, while Port Blair is situated in the Andaman and Nicobar Islands, which are located further east in the Bay of Bengal.
Option 2 - Kuala Lumpur is the capital of Malaysia and is located in the western part of the country, which is quite far from the Andaman and Nicobar Islands where Port Blair is located.
Option 3 - Singapore is located south of the Andaman and Nicobar Islands and is not the geographically nearest city to Port Blair.
Option 4 - Yangon is the correct answer as it is the capital city of Myanmar (formerly known as Burma) and is situated west of the Andaman and Nicobar Islands. Yangon is relatively closer to Port Blair compared to the other options.
In conclusion, Yangon is geographically nearest to Port Blair among the given options.