Check other and write in “Caucasian” or “Mongoloid” or “Negroid,” as is the case. That is as precise and accurate as you can get.
I’ve checked with my two daughters, both of whom have adequate education in genetics and anthropology to answer and it is meaningless to say anything more specific than ‘human’ if one is asked one’s ‘race’. There is the human race and there are subcategories, perhaps types (that would be Caucasoid, etc.). Being from Africa says nothing. Being from Europe says nothing. Falling for the question is easy to avoid.
Simply put ‘human’ and let them stew. You really can’t be more accurate than that.
What is the difference between “White” and “Caucasian”?