(C) It is an endothermic reaction.
Burning of magnesium is an exothermic reaction (releases heat and light). It burns with a dazzling white flame, forms white magnesium oxide powder, and is a combination reaction — all true statements.
The textbook (Activity 1.1, Ch. 1) states magnesium burns with a dazzling white flame forming white powder (MgO) — a combination reaction releasing energy, making it exothermic, not endothermic. Endothermic reactions absorb energy; exothermic reactions release it. Examiners expect you to know this distinction clearly.