In each group, name any answer which matches the first category to reveal the second category, then name any answer which applies to both categories to reveal a third, and so on.
Jordan borders the red sea, an extension of the Indian Ocean, it's just because the sea is narrow and the coast line is narrow so it seems less obvious.
The Caspian Sea does not border the ocean, so its surrounding countries are considered landlocked. Think of the Caspian Sea the same way you'd think of lakes.
You should probably have a caveat saying that the South Caucasus are considered part of the Middle East. Otherwise, Armenia works for the green category.