Which step is involved in doing research on the cost of a college education?

identifying a problem

writing an opening statement

evaluating sources

creating an outline

I will immediately reject two options:

1) writing an opening statement

2) creating an outline

Those are rather characteristic of writing a paper, not doing research or gathering information.

Now, I don't think that you need to identify a problem here: we already identified the problem: to find out the cost of a college education

So the correct answer is: evaluating sources

Three of the four choices here can be eliminated. These are: identifying a problem; writing an opening statement; and, creating an outline. Since you are doing a research work, you may not write an opening statement or create an outline. The cost of a college education, (title of your research work) can also be considered as an identified problem, so the best answer would be evaluating sources.