Correct option:
Amazon EMR
You can use Amazon Kinesis Data Firehose to load streaming data into data lakes, data stores, and analytics tools. It can capture, transform, and load streaming data into Amazon S3, Amazon Redshift, Amazon Elasticsearch Service, and Splunk.
How Kinesis Data Firehose works https://aws.amazon.com/kinesis/data-firehose/
Amazon EMR is the industry-leading cloud big data platform for processing vast amounts of data using open source tools such as Apache Spark, Apache Hive, Apache HBase, Apache Flink, Apache Hudi, and Presto. Amazon EMR uses Hadoop, an open-source framework, to distribute your data and processing across a resizable cluster of Amazon EC2 instances. Firehose does not support Amazon EMR as a target for delivering the streaming data.
Incorrect options:
Amazon S3 - Amazon Simple Storage Service (Amazon S3) is an object storage service that offers industry-leading scalability, data availability, security, and performance. Your applications can easily achieve thousands of transactions per second in request performance when uploading and retrieving storage from Amazon S3.
Amazon RedShift - Amazon Redshift is a fully-managed petabyte-scale cloud-based data warehouse product designed for large scale data set storage and analysis.
Amazon Elasticsearch - Amazon Elasticsearch Service is a fully managed service that makes it easy for you to deploy, secure, and run Elasticsearch cost-effectively at scale. Elasticsearch is a search engine based on the Lucene library. It provides a distributed, multitenant-capable full-text search engine with an HTTP web interface and schema-free JSON documents.
As mentioned, Firehose can deliver streaming data into Amazon S3, Amazon Redshift, Amazon Elasticsearch Service, and Splunk.
Reference:
https://aws.amazon.com/kinesis/data-firehose/