Is citation required when answering/giving own opinion on case study questions?
Cite anything that comes from another source. Whether or not it is "opinion" doesn't matter.

Examples of another source:


Anything created by someone else (whether published or not).
Something created by you, that you have previously published.


Content created by you, which hasn't been made public before, does not need to be cited.  Attribution is via your authorship of the current document.

Update: attribution of your opinion.


If you thought up the opinion yourself you don't need to cite it.
It your opinion was formed based on specific sources, I would say you have an obligation to cite those sources.
If your opinion was informed by others, but you don't know of a specific source, you should make a good effort to find a source and cite it.  The problem here is that there may be a specific source where this opinion originates (even if you aren't aware of it).  Failure to cite would look like plagiarism in that case.  Even if that is not true, providing a citation would always strengthen the document.