I would like to apply for the US green card lottery program. I was born in India but currently hold Danish citizenship.
Am I eligible for the green card lottery program?
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This year's lottery application period has been closed. India (the place where you've been born) was an excluded country for this year, so you couldn't have applied even if you were on time.
Citizenship is of no consequences, it is where you were born that matters. In some cases - you can use different country from where you were born, but these are very limited exclusions.