Great Nicobar is the southernmost and largest of the Nicobar Islands of India, located in Southeast Asia. Here`s a brief explanation regarding its geographical proximity to the given options:

1. Sumatra: It is an Indonesian island located to the southeast of Great Nicobar. The closest distance between these two places is around 147 kilometers, making it the geographically closest location to Great Nicobar among the options.

2. Borneo: Although Borneo is also in Indonesia, it is located farther to the east of Great Nicobar than Sumatra. Therefore, it is not the closest geographical location.

3. Java: Java is southeast of Sumatra and considerably farther from Great Nicobar than Sumatra. Therefore, this is not the closest geographical location.

4. Sri Lanka: It`s an island country located to the west of Great Nicobar and is much farther compared to Sumatra. So, it`s not the correct answer.

Therefore, Sumatra (Option 1) is indeed the geographically closest location to Great Nicobar among the listed options.