Concept:
A molecule possesses zero dipole moment when the vector sum of all bond dipoles becomes zero. This generally occurs in highly symmetrical molecules.
Step 1: Analyzing molecules in option (d).
$\text{CH_4$ (Methane):}
• Geometry: Tetrahedral
• Hybridization: $sp^3$
• All four hydrogen atoms are identical.
The bond dipoles cancel due to perfect symmetry.
\[
\mu = 0
\]
$\text{BF_3$ (Boron trifluoride):}
• Geometry: Trigonal planar
• Hybridization: $sp^2$
• Three identical fluorine atoms arranged symmetrically.
All bond dipoles cancel.
\[
\mu = 0
\]
$\text{CO_2$ (Carbon dioxide):}
• Geometry: Linear
• Hybridization: $sp$
• Two equal and opposite C=O dipoles.
Therefore,
\[
\mu = 0
\]
Step 2: Checking why the other molecules are polar.
$\text{NH_3$:}
Trigonal pyramidal geometry due to one lone pair.
\[
\mu \neq 0
\]
$\text{H_2\text{O}$:}
Bent shape due to two lone pairs.
\[
\mu \neq 0
\]
$\text{NF_3$ and $\text{PF}_3$:}
Both possess lone pairs and pyramidal geometry.
Hence they are polar molecules.
Step 3: Final conclusion.
Only:
\[
\text{CH}_4,\ \text{BF}_3,\ \text{CO}_2
\]
have symmetrical structures with complete dipole cancellation.
Therefore, the correct answer is:
\[
\boxed{(d)\ \text{CH}_4,\ \text{BF}_3,\ \text{CO}_2}
\]