The expression is divisible by only of-
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Let f(x)= x^(mn) +1, and g(x)=(x+1)
Now, for g(x) to be a FACTOR of f(x)....
f(-1)=0 [ By Factor theorem ].
Therefore, (-1)^(mn)+1=0 ,i.e, (-1)^(mn)= (-1)
For the above equation to hold true, mn has to be 'odd'.
We know that product of 2 numbers will be odd only when both the 2 numbers are odd.
[ As all other combinations will have an 'even' factor]
Hence, we finally conclude that both 'm' and 'n' are odd :)