Choose a state that shares a border with Mexico.

While California does share a border with Mexico, it is important to recognize that all of the other listed states—Arizona, Texas, and New Mexico—also share a border with Mexico. California is one of the four U.S. states that have a direct land border with Mexico, making it a valid choice. The presence of multiple states bordering Mexico demonstrates the geographical significance of the U.S.-Mexico border region in terms of trade, cultural exchange, and immigration.

Therefore, while California is indeed correct, the fact that other states also fit the question adds depth to the topic of geography and U.S. borders. Understanding the broader context of these states helps highlight their individual contributions to regional dynamics with neighboring Mexico.