Answer
Since the volume, pressure, and temperature are equal for both gases, the number density for each gas is equal.
However, since each nitrogen particle has a higher mass than each helium particle, nitrogen has a higher mass density.
Work Step by Step
We can find an expression for the number density $\frac{N}{V}$:
$PV = NkT$
$\frac{N}{V} = \frac{P}{kT}$
Since the volume, pressure, and temperature are equal for both gases, the number density for each gas is equal.
However, since each nitrogen particle has a higher mass than each helium particle, nitrogen has a higher mass density.