Grammatically all those options are fine. However, to me, in practical terms, what person B says is quite odd. All those options actually sound a little rude to me. I don't think many people would just answer "near you" in response to "where are you?". I think without context, responding in a way that sounds like "I'm close, but I'm not going to tell you exactly where" is not polite. Perhaps if there was some context in which they had been in contact during the day, it would be fine. Secondly, unless B knows where person A is at the moment, any of the options except 'to your house' would seem unlikely.