There's no built-in method but this custom method should do it:
using System;
class Test
{
static void Main()
{
int[] integers = new int[]{7,-3, 4, -1, 6};
int closest = GetClosestToZero(integers);
Console.WriteLine("Closest to zero is {0}", closest);
Console.ReadKey();
}
static int GetClosestToZero(int[] integers)
{
int closest = integers[0];
int minDiff = Math.Abs(closest);
for(int i = 1; i < integers.Length; i++)
{
int diff = Math.Abs(integers[i]);
if (diff < minDiff)
{
minDiff = diff;
closest = integers[i];
}
}
return closest;
}
}

Thankyou.