Which country gives Nobel prize?

Not obvious as they are some awarded by joint committee's from Norway & Sweden.

Of the six categories Physics, Chemistry, Physiology or Medicine, Literature, Peace & Economics, five are awarded to the recipients in a ceremony in Stockholm, Sweden, while the Peace prize award ceremony is held in Oslo, Norway.

Although joint committee's may consider the nominations, I note that it is mainly Swedish Academies that make the awards:-

Royal Swedish Academy of Sciences - Chemistry, Physics & Economic Sciences.
Nobel Assembly at Karolinska Institutet - Physiology or Medicine.
Swedish Academy - Literature.

Alfred Nobel tasked the Parliament of Norway with selecting the winners of the Nobel Peace Prize (Norway & Sweden were an "loose informal union at that time, that is in a deep type of alliance). Every year five members are appointed by the Norwegian Parliament, (that roughly represent its political makeup) to make up the Norwegian Nobel Committee.

Overall, the answer to your question would be Sweden,