Covalent bond means there is a sharing of electrons, which means that there have to be more than one atom present. Having this in mind, let us take a look at these compounds:
carbon dioxide has two atoms, which means it could have a covalent bond
carbon bioxide doesn't exist
zinc monophosphate has one atom, so there is no bond there
zinc phosphate also has one atom
This means that the correct answer is A. carbon dioxide