The correct form to ask the exchange student in your class about her nationality is to say '¿De qué nacionalidad eres?' because 'eres' refers only to <u>one person</u> (singular).
The other options ('¿De dónde vienen?', '¿De qué nacionalidad son?', '¿De qué nacionalidad vienen?') all refer to <u>more than one person.</u> You can realize it with the words in plural: 'vienen' and 'son'.
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