Use clues to identify location. The clues are: (1) the capital (see caveats) (2) the continent where the answer is located; and (3) an indication of whether the answer is a sovereign state.
Source: Wikipedia List of national capitals.
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For sovereign states with multiple capitals, only one is given, with precedence as follows. 1. The de jure or constitutional capital, if one exists; else 2. The official or declared capital, if one has been designated; else 3. The executive or administrative capital.
For sovereign states with no official capital, the de facto capital is given.
For non-sovereign states, the de facto capital is given.