Wikipedia helps here: For linearity, a function needs to satify two conditions:
* **additivity** (this is missing in your excercise):$$f ( x + y ) = f ( x ) + f ( y )$$
* **homogeneity** of degree 1: $$f ( α x ) = α f ( x )$$
Wikipedia has a nice example of a function with only the second property (The picture on the right side):
$$ f(x,y)=\left\\{\begin{array}{cl} x, & \mbox{if } x \cdot y > 0\\\ 0, & \mbox{else} \end{array}\right. $$
You are right for $n=1$, though. Additivity follows from homogeneity then.