Anu works at . . . . . . . . Reliance store.

In this sentence, "Reliance store" refers to a specific store, so it should be preceded by the definite article "the." "A" is used before singular countable nouns when they are mentioned for the first time, "an" is used before singular countable nouns beginning with a vowel sound, and "none of the above" is not correct in this context.

Therefore, the correct sentence is: "Anu works at the Reliance store."