The latitude and longitude of each of these four cities are as follows:

Rome: 41°53′ North, 12°30′ East.

New York: 40°42′46″ North, 74°00′22″ West.

Madrid: 40°25′ North, 3°43′ West.

Beijing: 39°54′24″ North, 116°23′51″ East.

So, among the four answer options provided, the "Eternal City" (the traditional term used for Rome) is the farthest north and the "Northern Capital" (the literal meaning of Beijing) is the farthest south.

More Info: en.wikipedia.org