The last option to choose with own explanation:
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<% "Hello World"; %>
This is a valid scriptlet but not a valid JSP expression.
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There is a typo in this explanation. This frament won't compile.
If we are talking in general about <% some java code; %> - yes, it is valid scriptlet.
But in our particular case we will get compilation error. So it is not valid scriplet.
I believe the best solution here is to rephrase option's explanation little bit.
Thank you,
Kolya