what about other options ?
$finite \cup finite = finite$
$finite \cap finite = finite$
and when we take the complement of the set of finite languages then it will be an infinite set
In fact, it is the beauty of the question that it doesn't want to check your knowledge for closure properties
of regular languages but want to check your overall understanding of the concept.
But remember, set of regular languages are not closed under infinite union and infinite intersection.
Along with the infinite union and infinite intersection, regular languages are not closed under infinite
set-difference, subset operation and superset operation