Is Co[Hg(SCN)4] diamagnetic?
There was definitely a typo and the book meant to write $\ce{Ca}$ instead of $\ce{Co}$. In the magnetic properties of a coordination complex, both the counter-ions and the coordination sphere metal ion are contributors. Since $\ce{Hg^2+}$ is diamagnetic and the overall compoud is given to be diamagnetic, the counter-ion has to be diamagnetic as well. Hence, it cannot be $\ce{Co^2+}$, which happens to have unpaired electrons.

What the book might have meant to say is that calcium is the counter-ion here. When checking diamagnetism or paramagnetism, you have to instead check the metal ion inside the coordination sphere, which in this case is $\ce{Hg^2+}$. And note that $\ce{Hg^2+}$ will have a $\ce{5d^10}$ electronic configuration.