What physical properties do dry ice and water ice have in common?

They are both solid...

The correct choice should contain the word "share." Electrons are shared in a covalent bond. In an ionic bond, atom(s) take an electron giving it (them) a negative charge and other atom(s) lose an electron giving it them a positive charge.

I happen to know that the chlorine molecule Cl2 is covalent ===> C 

A good answer would have been: 

Water, 2 hydrogen atoms and one oxygen atom SHARE valence electrons.