...I'm not sure what the question was supposed to teach us though - would anybody really try doing a backup inside a transaction?!
Perhaps not intentionally, but indirectly: how many of you know what all of the stored procs on your systems actually do?
I can think of no logical reason* for someone to include a backup within a stored proc that does something else, but if they did, and you didn't know it, and called the proc from within a transaction...
*And since there's no logical reason to do it, it almost certainly has been done.