1. Multiple Choice Questions. 1. The Gurjaras established their kingdoms in a. Rajasthan b. Punjab c. Punjab and southern Rajasthan d. Delhi 2. Ajeyraja of the Chauhan dynasty built his capital at a. Nalanda b. Ajmer c. Vikramashila d. Kannauj 3. The Palas were a. Hindus b. Jains c. Muslims d. Buddhists 4. The first Muslim rule in India was established by a. Mahmud of Ghazni b. Sabuktgin c. Alauddin Khalji d. Mohammad Ghori 5. The Cholas conquered lands across the Bay of Bengal because they a. Were good administrators b. Had an efficient system of local self government c. Were good diplomats d. Had a very strong army and navy