Didn't get a chance to make my comment more complete. 

Yes, you are correct that to have a list within a list the inner list has to be inside of the ````html <li> </li>```` elements. And you did add them in correctly.

What I would like you to rethink is which elements you use. You really want to accomplish a few things with the markup:

1. show that the question and answer are a pair (related elements).
2. Have something be different between the two so that you can style the questions differently than the answers.
3. Use semantic markup as much as possible.

I should say up front that there is no perfect answer for how to mark up this assignment &mdash; see [this discussion](http://www.sitepoint.com/forums/showthread.php?695009-Appropriate-Markup-for-a-Question-and-Answer-List). There is no Q&A element in HTML5. So I'm more looking that you have made an effort to do the three things above.

If you want to keep them in a list one way would be to use a definition list, [sitepoint reference](http://reference.sitepoint.com/html/elements-list)
````
<dl>
    <dt>Question here</dt>
    <dd>answer</dd>
    <dt>Question  2 here</dt>
    <dd>answer 2</dd>
</dl>
````
and so on. This fultills one and two pretty well (ideally you would have a class or id on the dl ), but it's a bit questionable on 3 as to whether this is the best semantically.

Another alternative is to use something like headings for questions and paragraphs for answers
````
<h3>question</h3>
<p>answer</p>
<h3>question 2</h3>
<p>answer 2</p>
````
The problem here is that you don't have any thing for 1 (show the two are a pair). You could add ````<div></div>```` tags around each pair to do that. It would create more markup though and semantics is again questionable. For that I would say it depends on how involved the questions and answers are. You can also add a class to all of the answer p's to help distinguish them from other paragraphs on the page and make styling and separation of the pairs easier.