I don't understand what you mean by "the proper choice". Why would either of those be "proper" or "not proper"? "Proper" in what sense?
I took the question to mean for which set is -z the right answer? Normally, in the real numbers, we use z as the answer. So I am thinking for for -z to be the "correct" answer, we would be in the imaginary numbers. Right?
Assuming that this is the language of your textbook and/or your instructor, What is meant by "proper choice"? What specifically is this referring to?
I suspect that your answer for the question in the Original Post is incorrect, but it's not possible to be sure about this without a precise definition of "proper choice".