Here's how you can answer it, depending on the context:
If you're alone:
* Estoy solo/a. (I am alone.)
* Nadie está conmigo. (Nobody is with me.)
If you're with someone:
* Estoy con [nombre]. (I am with [name].)
* [Nombre] está conmigo. ([Name] is with me.)
If you're with a group of people:
* Estoy con mis amigos/as. (I am with my friends.)
* Estamos juntos/as. (We are together.)
If you want to be vague:
* Estoy con gente. (I am with people.)
* Estoy en compañía. (I am in company.)
If you want to be funny:
* Estoy con mis pensamientos. (I am with my thoughts.)
* Estoy con mi sombra. (I am with my shadow.)
Remember to adjust your answer based on the specific situation and your relationship with the person asking the question.