Bonjour Chris,

Both 'malgré' and 'en dépit de' are correct answers. The reason ' en depit d' ' isn't considered as correct is due to the missing accent. However, as Maarten pointed out, it is a 'nearly correct' answer on your Correction board (the lack of accent has an impact of the pronunciation of this particular expression). 

I hope this is helpful.

Bonne journée !