Explanation

Dagestan is correct because it is a region in Russia with a large Muslim population. Abkazia is incorrect because while it has a Muslim population, Dagestan is the more commonly cited state associated with Khabib's background. Yakutia is incorrect because its primary cultural and religious identity does not match the context of the question. Sakha is incorrect because its main ethnic group and culture are different from the region associated with Khabib.