What is the city of that address?
SELECT T1.city FROM Addresses AS T1 JOIN Student_Addresses AS T2 ON T1.address_id   =   T2.address_id ORDER BY monthly_rental DESC LIMIT 1
city of that address refers to selecting the 'city' column from a table that links addresses to another entity (students in this context); the most expensive address based on 'monthly_rental' is considered;