The Caspian Sea, the largest enclosed inland water body in the world, borders five countries: Russia, Kazakhstan, Turkmenistan, Iran, and Azerbaijan.
Option 1: Armenia is not one of these. It is located in the South Caucasus, bordering Turkey to the west, Georgia to the north, and Azerbaijan to the east and south west. Thus, this is the correct answer.
Option 2: Azerbaijan does border the Caspian Sea to the east.
Option 3: Kazakhstan shares the northeastern coast of the Caspian Sea.
Option 4: Turkmenistan is located on the eastern edge of the Caspian Sea.
Therefore, among the given options, Armenia is the only country that doesn`t border the Caspian Sea.