I have tried creating tables with all the mentioned datatypes and got the correct answer.
create table tab1
col_1 numeric(12,2) identity
and got the below error for numeric or decimal datatypes with scale >0
Msg 2749, Level 16, State 2, Line 1
Identity column 'col_1' must be of data type int, bigint, smallint, tinyint, or decimal or numeric with a scale of 0,
and constrained to be nonnullable.
So the error message indicates the correctness of (answer) options for including numeric and decimal
Thanks for the nice question steve