Copacabana Beach is located in Rio de Janeiro, Brazil. Option 3, Rio de Janeiro, is the correct answer. Here`s the reasoning behind it:

1. Copacabana Beach is an iconic destination: Copacabana Beach is one of the most famous and well-known beaches in the world. It has gained global recognition for its beautiful sandy shores, vibrant atmosphere, and stunning scenery. It attracts millions of tourists each year, making it a significant landmark in the city of Rio de Janeiro.

2. Rio de Janeiro is renowned for its beaches: Rio de Janeiro, a major city in Brazil, is often referred to as the "Cidade Maravilhosa" (Marvelous City) and is internationally recognized for its breathtaking beaches. Copacabana Beach is one of the city`s most prominent and popular attractions, drawing both locals and visitors alike.

3. Geographical location: Rio de Janeiro is situated on the southeastern coast of Brazil, facing the Atlantic Ocean. Copacabana Beach is specifically located in the southern part of the city, stretching for approximately 4 kilometers (2.5 miles) along the coastline.

4. Cultural and historical significance: Copacabana Beach has played a significant role in Brazilian culture and history. It has been a focal point for major events, such as the annual New Year`s Eve celebration, known as "Reveillon," which features extravagant fireworks and attracts millions of revelers from around the world. The beach has also been a venue for sports events, including beach soccer and volleyball tournaments.

5. Landmarks and attractions nearby: In addition to its stunning beachfront, Copacabana is surrounded by various landmarks and attractions that are unique to Rio de Janeiro. These include the iconic Sugarloaf Mountain (Pão de Açúcar), which offers panoramic views of the city, and the statue of Christ the Redeemer (Cristo Redentor), located atop Corcovado Mountain. These landmarks contribute to the overall appeal and recognition of Copacabana Beach as part of Rio de Janeiro.

In conclusion, Copacabana Beach is located in Rio de Janeiro, Brazil, making Option 3 the correct answer. Its cultural significance, geographical location, and association with landmarks in Rio de Janeiro make it a renowned destination that attracts visitors from all over the world.