The answer to your question would be that the pair that uses a hyphen correctly is the following one: self-assured.
Self, as a prefix, is attached by a hyphen to other words in several parts of speech. The fact is that in adjectival usage most adjectives are hyphenated when they precede the noun they modify but left open after, yet this is not the case with this prefix. Compounds that contain the prefix self are hyphenated in both positions. All the other options are not hyphenated (selfish, selfless, selflessness).