Is the set of integers closed under the operation

The answer "yes" applies to addition, subtraction, and multiplication. This is because we can take any two integers and add them to get some other integer
eg: 5+7 = 12
We can subtract two integers to get some integer
eg: 9-1 = 8
And we can multiply two integers to get an integer
eg: 4*6 = 24
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The only one that isn't closed is division. We can divide some integers to get another integer
eg: 10/2 = 5
but there are cases where dividing two integers does not lead to another integer
eg: 8/5 = 1.6
The result 1.6 is not an integer since it has a decimal part
Also, the example your teacher provides has
1/6 = 0.167 approximately which is also not an integer