The correct response is:
An operation performed on members of that set will result in a member of the same set.
In mathematical terms, a set is said to be "closed" under a particular operation (such as addition, subtraction, multiplication, or division) if performing that operation on members of the set always produces a result that is also a member of the same set. For example, the set of even numbers is closed under addition, since the sum of any two even numbers is also even.