The correct answer is - Northwestern direction.
The steep side of a sand dune is forming on the side that is sheltered by the prevailing wind, thus on the opposite side. In this case, since the steep side is on the southeastern side of the sand dune, the opposite of it is the northwestern side, thus the wind is coming from northwestern direction. The side of the sand dune that will be exposed to the prevailing wind will be much more massive, and will have a much less steeper side, wher ethe fall will be very gradual.