Step 1: Recall the Background:
Bihzad is the star of the Persian school. Ask where the Timurid ruler Sultan Husayn Bayqara held his court, because Bihzad was his court artist.
Step 2: Test every option one by one:
1. Kabul: tied to Babur and the Mughals, not to Bihzad's career.
2. Delhi: the Indian capital, and Bihzad never lived there.
3. Herat: the Timurid cultural centre where Bihzad worked, so this is the match.
4. Lahore: a Mughal city with no connection to him.
Step 3: Confirm the result:
Only option 3 (Herat) passes the test above, and the other three fail for the reasons given. This also agrees with the standard fact: Kamal ud-Din Bihzad was the greatest Persian miniature painter. He worked at the Timurid court of Herat (in present Afghanistan) and later moved to Tabriz under the Safavids.
Final Answer:
Option 3, Herat.
\[\boxed{3}\]