Calcium will be the anode and sodium will be the cathode
Explanation:
I know that your confusion stems from the relative positions of the two metals in the activity series but I want you to get something clearly. Sodium metal is more reactive than calcium metal but calcium ion is more reactive (a better reducing agent) than the sodium ion.
Hence, in an electrochemical cell, a better reducing agent will function as the anode. This is why calcium is the anode in the cell mentioned in the question. Calcium ion has a reduction potential of -2.87 V while sodium ion has a reduction potential of -2.71 V, hence the answer.
