Ceuta and Melilla are the property of Spain (i.e., when you ar in Ceuta or Melilla, you are in Spain)
They are Spanish exclaves, associated with Spain.
Ceuta and Melilla are part of Spain, which is telephone country code +34.
The country code and area code of Ceuta, Ceuta and Melilla is 34, 856.
They are Spanish territory.
The Spanish Autonomous Cities of Ceuta and Melilla are in Morocco in North Africa. It should be noted that the situation of Ceuta and Melilla is not analogous to Guantánamo Bay Prison which is Cuban land under US authority pursuant to a treaty. Ceuta and Melilla are Spanish Territory under Spanish sovereignty, but on the African Mainland. Therefore, it is improper to say that Ceuta and Melilla are "in Morocco" since they are not Moroccan sovereign land and were never under the control of the current Alaouite Dynasty.
Ceuta and Melilla are Spanish sovereign cities on African continent. They have both been part of Spain since 1500.
north Africa
Ceuta and Milillia which lie within Morocco
Ceuta and Melilla in Africa.
It depends on whether you consider Western Sahara as being part of Morocco. If you do, (as does the Moroccan Government), then Morocco's neighbors are Algeria, Spain (Ceuta and Melilla), and Mauritania. If you do not, (the position of the African Union and the United Nations), then Morocco's neighbors are Algeria, Spain (Ceuta and Melilla), and Western Sahara.
The answer you are looking for is CEUTA and MELILLA. However, the phrasing of the question is incorrect. The cities of Ceuta and Melilla are in Africa and border Morocco, but they are part of the country of Spain. This is very similar to how Hawaii is a part of the United States, even though it is far away from the mainland USA.