They have opened an office ________ 28 Lees Road.

The correct answer is Option A (at).

Key Points:
• Prepositions of Place: 'at' vs 'on' vs 'in' for addresses.
• Rule: When a specific house number or building number is given with a street name (an exact address/point), the preposition 'at' must be used (e.g., at 28 Lees Road).
• If only the street/road name is given without a specific number, 'on' or 'in' is used (e.g., on Lees Road).
• Since the specific building number '28' is included, 'at' is the correct preposition.
• Key Takeaway: Always use 'at' before a specific street address with a house number (e.g., at 28 Lees Road).