Which molecule does not have net zero dipole moment?
H2O
H2 and Cl2 are covalent molecules made up of same elements. This, they will not have any net dipole moment.
CO2 is a linear symmetrical molecule. Thus, it will not have any net dipole moment.
O = C = O
Water looks like
Thus, water will have dipole moment because of higher electronegativity of O.