Step 1: Understanding the paramagnetism.
Paramagnetism occurs when a molecule has unpaired electrons. We know that O$_2$, B$_2$ and C$_2$ have unpaired electrons in their molecular orbitals, making them paramagnetic.
Step 2: Conclusion.
Thus, the correct answer is (D) O$_2$, B$_2$ and C$_2$ are paramagnetic.