Good question.

The correct answer rate is still only 9%, which I find surprising. Mostly a very good explanation, too, but I have one small cavil:

There is an index which supports the foreign key constraint, and indeed you are not permitted to create the foreign key constraint unless that index already exists when you try to create the foreign key; so it's wrong to say there is no such index. However, that index is not part of the table being discussed, but of the referenced table, and it's reasonable to assume that the question is about space for the table being discussed so that space for the index on the referenced table doesn't count, and thus this affects only the explanation and not the answer.