Sweden.
There is no country between Norway and Finland.
Stockholm is the capital city of Sweden, the country located between Norway and Finland.
Sweden
Sweden.
Sweden
Stockholm
Stockholm is the capital city of Sweden, the country located between Norway and Finland.
Stockholm
Sweden.
Stockholm, Sweden
Sweden lies between Norway and Finland.
Norway and Finland share a border, so your question makes little sense. However, there is a country which borders both of those two, Sweden, and its capital is Stockholm.