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The correct answer is option 1: Kazakhstan, Turkmenistan, and Azerbaijan. These three countries share the shores of the Caspian Sea with Russia and Iran.
Let`s analyze the other options:
Option 2: Kazakhstan, Uzbekistan, and Georgia. While Kazakhstan does share the shores of the Caspian Sea with Russia and Iran, Uzbekistan and Georgia do not. Therefore, this option is incorrect.
Option 3: Turkmenistan, Ukraine, and Moldova. Although Turkmenistan does border the Caspian Sea, Ukraine and Moldova do not. They are located far from the Caspian Sea, so this option is also incorrect.
Option 4: Azerbaijan, Romania, and Ukraine. While Azerbaijan does share the shores of the Caspian Sea with Russia and Iran, Romania and Ukraine do not. Therefore, this option is incorrect.
In conclusion, option 1 is the only group of countries that shares the shores of the Caspian Sea with Russia and Iran, making it the correct answer.