spoiler - possible solution
The gram is a unit of measure for mass, which is the same whether the item in on Earth or in space or anywhere else.
Weight, or how heavy something is, is how much force it pushes down when it is on Earth (or another planet). A balloon filled with helium could have a mass of one kilogram, but weigh nothing because it is buoyant in air -- the air it displaces weighs more than the balloon.
The lead displaces less volume of air than the feathers, so the lead is less buoyant than the feathers. Since the feathers are more buoyant (even though they are still heaver than the air they displace), they will push down toward the Earth with less force, so they will weight less.
So the correct answer is one kilogram of lead is heavier.