The problem is flawed because it does not specify which axis we are supposed to be measuring the angular momentum around.
Angular momentum is always specified relative to an axis of rotation. However, you can always split the total angular momentum of an object into two parts, $L_{total} = L_{external}+L_{CM}$.
The first part is the angular momentum of the whole object around some external axis of rotation. Specifically, $L_{external} = \vec{R}_{CM}\times \vec{P}_{CM}$ where $\vec{R}_{CM}$ is the position vector of the center of mass of the object, and $\vec{P}_{CM}$ is the momentum of the center of mass.
The second part is the internal angular momentum, or the angular momentum of the object measured around its own center of mass.
Gravity can change the external angular momentum, depending on the axis of rotation you choose. The torque from gravity around an external center of mass is just the weight of the object times the horizontal distance of the center of mass from the axis.
What the question is probably trying to get, however, at is the fact that gravity cannot change the internal angular momentum of an object. Since gravity "acts" at the center of mass, the torque of gravity around the center of mass is always zero!