The correct answer is option 3: Myanmar. The Rohingya are a minority group in Myanmar, which is a country located in Southeast Asia. The Rohingya are primarily Muslim and have faced extreme persecution and discrimination in Myanmar. They have been denied citizenship, faced restrictions on their movements, and have been subjected to violence and human rights abuses.

Option 1: South Africa is incorrect as the Rohingya are not a minority group in South Africa. South Africa has its own set of minority groups, such as the Coloured community and the Indian community, who face their own unique challenges.

Option 2: Canada is also incorrect as the Rohingya are not a minority group in Canada. Canada is known for its multiculturalism and has various minority groups, but the Rohingya are not one of them.

Option 4: Bhutan is also incorrect as the Rohingya are not a minority group in Bhutan. Bhutan has its own ethnic minorities, such as the Lhotshampa community, but the Rohingya are not a part of the Bhutanese population.

In conclusion, the Rohingya are the minority group in Myanmar, facing persecution and discrimination.