Well all of these atoms/molecules fulfill the octet rule.
- He has a filled s shell - no unpaired e- so no magnetic attraction
- H2 also has a filled s shell.
- Zn has a filled outer shell.
- O2 fulfills the octet rule by having a double bond ::O=O:: But is the exception and therefor paramagnetic.
- N2 also fulfills the octet rule by having a triple bond with 1 lone pair on each N
So none of the answers are diamagnetic IMO. This seems like a terrible question. However if they are asking about the atoms when they dissociate from each other, N2 would be the answer since it has 3 unpaired e- in its outer shell making it the most attracted to a magnetic field.
IF ANYONE SEES AN ERROR WITH MY ANSWER PLEASE CORRECT ME AND I'LL EDIT THIS POST.
EDIT: O2 is the exception to this rule and is paramagnetic.