An organization deploys an Azure Machine Learning workspace with a compute cluster for model training. The security team requires that all outbound traffic from training jobs must be inspected by Azure Firewall. How should this network architecture be configured?

A is correct because when using a customer-managed VNet for Azure Machine Learning compute clusters, routing all outbound traffic through Azure Firewall requires configuring a User Defined Route (UDR) on the compute subnet with 0.0.0.0/0 pointing to the Azure Firewall private IP as the next hop. This forces all training job outbound traffic through the firewall for inspection. B is incorrect because Azure ML managed network outbound rules define allowed outbound traffic but do not route through Azure Firewall; they use Microsoft-managed network controls. C is incorrect because Azure ML compute cluster network settings do not have a 'default gateway' configuration option for Azure Firewall; this is done through UDRs at the VNet/subnet level. D is incorrect because removing NSGs without proper UDR routing does not ensure traffic inspection by Azure Firewall.