I came up with the following:
$2|n^2$ implies that $2|n*n$. We proved in class that if $q|b*p$, then $q|b$ or $q|p$. Therefore, if $2|n^2$, then $2|n$ or $2|n$. So, $2|n$ implies $n=2k$, for some $k ∈ Z$. So, $n^2|(2k)^2$, $n^2 = 4k^2$, where $k^2 ∈ Z$.
So, if $2|n^2$, then $4|n^2$ as desired.
What do you all think?