Step 1: Analyze statement (1).
Statement (1) tells us that \( \sqrt{m} \) is an integer, which implies that \( m \) is a perfect square. Let \( m = a^2 \) for some integer \( a \). Then, we have:
\[
\sqrt{m} = a
\]
Now, consider the expression \( \sqrt{m} \times \sqrt{n} \):
\[
\sqrt{m} \times \sqrt{n} = \sqrt{mn}
\]
For this to be an integer, \( mn \) must be a perfect square. However, we do not know whether \( n \) is a perfect square or not, so statement (1) alone is not sufficient.
Step 2: Analyze statement (2).
Statement (2) tells us that \( \sqrt{n} \) is an integer, which implies that \( n \) is a perfect square. Let \( n = b^2 \) for some integer \( b \). Then, we have:
\[
\sqrt{n} = b
\]
Now, consider the expression \( \sqrt{m} \times \sqrt{n} \):
\[
\sqrt{m} \times \sqrt{n} = \sqrt{mn}
\]
For this to be an integer, \( mn \) must be a perfect square. Since \( n \) is a perfect square, we only need to check if \( m \) is a perfect square. Statement (2) alone guarantees that \( \sqrt{m} \times \sqrt{n} \) is an integer if \( m \) is a perfect square. Thus, statement (2) is sufficient.
\[
\boxed{D}
\]