The answer is A. Casino.
Acting is performed in a theatre, and gambling is performed in a casino. Both acting and gambling are activities that people engage in for entertainment. They are also both activities that can be risky, and that can result in a loss of money.
A club is a place where people go to socialize and have fun. A bar is a place where people go to drink alcohol. A gym is a place where people go to exercise. None of these places are associated with gambling in the same way that a casino is.