The answer to Nick LaCapria's Saturday Sports Quiz that you heard on the radio is The Phoenix Suns were the first professional Basketball team in the City. While the last of the 4 Major Sports to get a franchise were the Phoenix Coyotes in the NHL. As of the date that this answer in being published in early January of 2020, the city of Phoenix has 4 teams:
Basketball - Suns
Football - Cardinals
Only the Cardinals originated in another city (Chicago and then St. Louis). The Cardinals are credited as the NFL's First Football Franchise.
Nick LaCapria 2020 | PhoenixArizonaUSA.com