The correct response is:
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 (such as addition, subtraction, multiplication, or division) if performing that operation on any members of the set results in a member that is also within that set. For example, the set of even integers is closed under addition because the sum of any two even integers is also an even integer.