Sayyiduna Ibn Abbas (may Allah be pleased with them both) narrates: "The Companions disliked giving charity to their polytheist relatives, so they asked, and they were given permission." Upon this, this verse was revealed: "Their guidance is not your responsibility, but Allah guides whom He wills; and whatever good you spend is for your own benefit" [Surah al-Baqarah: 272], up to His saying: "and you will not be wronged" [Surah al-Baqarah: 272].
Hadith Referenceالمعجم الكبير للطبراني / باب العين / 12400