Detailed Solution:
The correct answer is “Thar”.
1) The Atacama Desert is a desert plateau located on the Pacific coast of South America, in the north of Chile.
2) Colorado Desert is a part of the larger Sonoran Desert located in California, United States and Baja California, Mexico.
3) The Kalahari Desert is a large semi-arid sandy savanna in Southern Africa covering much of Botswana, as well as parts of Namibia and South Africa.
4) The Thar Desert is the largest desert in South Asia.
Note: Antarctica is the world's largest desert, covering 14.2 million square kilometers. The Sahara Desert is the world's largest non-polar desert, covering an area of 9.4 million square kilometers across North Africa.