Statement A : When an iron sphere on the ground is heated its centre of mass rises slightly. 

Statement B : Centre of mass of system of particles depends on mass of the particles and their relative positions.

While heating the iron the volume get expanded.

$$\begin{gathered} h_2=R\text{'}=R(1+\alpha ∆T) \\ \Rightarrow h_2>R \end{gathered}$$

Only the masses of the particles and their location at that particular time determine the position of the centre of mass of a system of particles.

Hence the correct answer is A and B are correct.