Which of the following sentences uses capitalization correctly?

1. ক
   i am going to Dhaka with my friend, Rahim.
   
2. খ
   I am going to dhaka with my friend, Rahim.
   
3. গ
   I am going to Dhaka with my friend, Rahim.
   
4. ঘ
   I am going to Dhaka with my friend, rahim.