The correct statement about Chichen Itza is: It is located in the northern part of Mexico.
To clarify the other options:
- Chichen Itza is not a pyramid in Egypt; that would refer to the pyramids of Giza.
- Chichen Itza was built by the Maya civilization, not the Aztecs.
- While Chichen Itza is a UNESCO World Heritage site and was voted as one of the New Seven Wonders of the World, the phrasing "one of the Seven Wonders of the World" can refer to different lists; it is specifically part of the New Seven Wonders of the World.