Select the option that is related to the third word in the same way as the second word is related to the first word. (The words must be considered as meaningful English words and must not be related to each other based on the number of letters/number of consonants/vowels in the word.)
Cow : Pen :: Hare : ?

The relationship established here is Animal : Habitats/Shelter.
A Cow lives in a Pen (or shed).

Similarly, a Hare lives in a Burrow (or warren).

Let's check other options for clarity:

Sty is the home of a pig.

Den is the home of a lion/fox.

Rabbit is another animal similar to a hare, not a shelter.

Therefore, the correct matching option is Burrow.