Here's why:
* Antecedents: The words that a pronoun refers to. In this case, the antecedents are "Cody" and "Aleena".
* Pronoun: "Their" refers to both Cody and Aleena.
Let's break down the other sentences:
* Laurie likes to bake in her new oven. "Her" refers to Laurie (one antecedent).
* His tie does not match his shirt. "His" refers to the same person (one antecedent) in both instances.
* My school have an October break. This sentence has a grammatical error. "School" is singular, but "have" is plural. There's no pronoun here.