I was told that I should also have put "μια χώρα" as correct. Is it OK to omit the accent from "μία"?
Same here – and (IMHO) harping on such a distinction is pretty evil in a multiple choice question to begin with.
It's always okay to omit the accent on μία. Μία and μια are the exact same thing. The only difference is that μία is pronounced with emphasis on the ι, whereas for μια, the emphasis is on the α. ^.^
I am wondering, when ανεξάρτητη means independent, why an annex is a very dependent thing...