I think that you just answered your own question in the question you asked.
The correct answer of the given question above would be PENNSYLVANNIA. The colony that was founded as a safe place to settle for a religious group, known as the Quakers, is the Pennsylvannia. It was William Penn, who established this for the Quakers in 1640s-1650s. The Quakers are religious pacifists who have been persecuted in Europe.
well a self made background takes time and would have to put a lot of effort into making a good background. but the question is very confusing and i am with you on that.