The correct answer is both, but the instructions don't tell you to change it to "both" so the accurate answer is Single if you follow the instructions. The first two in the instructions tell you specifically to change it to "both"...but that's not what the question refers to.
I followed the instruction and had Single which is apparently wrong. It is logical that this cross filter relation should be Both.
I assume that the instruction are incorrect as they assume that PBI will automatically do Both cross filter relation.
It is confusing and should be fixed.