The correct answer is:
C. An operation performed on members of that set will result in a member of the same set.
In mathematics, a set is said to be "closed" under a certain operation (like addition, multiplication, etc.) if performing that operation on members of the set always produces a result that is also a member of the set. For example, the set of even integers is closed under addition, since the sum of any two even integers is also an even integer.