I meant, cold water is heavier than hot water.
I don't understand the question, though, anyways.

Heavier than cold WHAT?

Cold is an adjective. Without a noun following that adjective, that is an incomplete sentence. This question doesn't make sense. By asking "what" instead of "which", it asks the reader to name an object other than water- or the question would have been asked with the word "which", instead.

If I'm somehow reading this question wrong, then I'm sorry to try and correct you.

Heavy water

Heavy water is water that contains a higher proportion than normal of the isotope deuterium, as deuterium oxide, D2O or ²H2O, or as deuterium protium oxide, HDO or ¹H²HO