The Gambia? (In English the official name is Republic of the Gambia, but in sentence you would probably use the shorter form, which is accepted in World Countries -quiz.)
PS. I don't know the reason for "The Gambia", because in Finnish it is just Gambia (we don't have articles).
PS. I don't know the reason for "The Gambia", because in Finnish it is just Gambia (we don't have articles).