The question asks about the mountain range located between the Caspian Sea and the Black Sea. This is a factual question relating to geography that tests knowledge of the location of mountain ranges.
Let's evaluate the options given:
Based on the explanations above, the correct answer is the Caucasus Mountains, as they are the mountain range that lies directly between the Caspian Sea and the Black Sea.
Thus, Option A: Caucasus is the correct answer.
This question tests basic geographic knowledge of Eurasian mountain ranges and their relative locations to significant bodies of water, a common focus in general awareness sections of competitive exams.