Covalent bonds typically form between nonmetals, which share electrons to achieve stable electron configurations. Looking at the pairs provided:
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Nitrogen and Oxygen - Both are nonmetals and are located in the same region of the periodic table, making it likely they will form covalent bonds.
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Magnesium and Sulfur - Magnesium is a metal and sulfur is a nonmetal. Typically, metals tend to form ionic bonds rather than covalent bonds with nonmetals.
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Potassium and Iodine - Potassium is an alkali metal and iodine is a nonmetal. While they may form some sort of bond, it is typically ionic rather than covalent.
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Sodium and Bromine - Similar to potassium and iodine, sodium is a metal and bromine is a nonmetal, leading to an ionic bond rather than a covalent one.
Given this analysis, the pair that is most likely to form covalent bonds with each other is nitrogen and oxygen.