Concept:
Dolomite is a double carbonate of calcium and magnesium. On calcination, it gives calcium oxide and magnesium oxide.
Step 1: Dolomite has formula:
\[
CaMg(CO_3)_2
\]
Step 2: On heating or calcination:
\[
CaMg(CO_3)_2 \rightarrow CaO+MgO+2CO_2
\]
Step 3: Therefore, dolomite refractory contains both:
\[
CaO \quad \text{and} \quad MgO
\]
Therefore, the correct answer is:
\[
\boxed{CaO \ \& \ MgO}
\]