Bhrigu Express: बलिया की आन बान और शान , भृगु एक्सप्रेस है तुम्हारा नाम। हर रविवार तुमसे मिलना है मेरा काम। - Shanzil Kabir

'The' cannot be correct because it refers to a specific iron bridge.
'A' is not correct because it can't be used before a word beginning with a vowel sound. Here the word 'iron' begins with a vowel sound.
'An' is used before a vowel sound, and refers to any bridge across the river.
Hence 'An' is the correct answer.

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