When they talk about "main anticyclones" they are talking about the permanent anticyclones.
The warm highs occur at 30 degrees North and South under the sub tropical descending air. They are most prevalent in the summer of the hemisphere and are very intense over the oceans where there is no convection to break them up. The Azores high is there all year but stronger in our summer.
The other permanent highs are cold highs, firstly at the poles, again because of descending air, and secondly over Siberia in winter, because the ground gets so cold the air mass above it cools substantially as well.
You get temporary cold highs lasting about 2 weeks whenever the ground gets very cold so they are possible over Canada, Greenland and Scandinavia in winter. You also get temporary warm highs that break away from the Azores high and drift to the north. They move slowly and can become blocking highs found between 50 and 70 degrees north.
So out of the answer options the only logical one is the Azores and Siberia.
Iceland is in the area where we find low pressures so that is incorrect, and the Iberian peninsula (Spain and Portugal) does not get cold enough in winter to get a cold high, and the convection prevents a warm high.