"Conjuration doesn't work for making a magically usable diamond, conjurations are usually temporary and have properties that would interfere with using a conjured diamond as a material component. Most of the workarounds for making a conjuration not temporary don't work for diamonds for a variety of reasons. I have heard of items that can conjure very small amounts of material components for spells in a usable way, but I think it scales in a way that makes that unworkable for diamonds. Transmutations, same overall problem. If you know a minimally magical (such that it doesn't run into the problems with using conjured or transmuted materials) alchemical process, what Anevia said, you are basically set to become the richest person ever."
This person is probably confused or something... but if she is somehow right this is possibly the most important conversation he will ever have in his life.
"I have a spell to let us whisper to each other more easily, maybe I should have offered it sooner, but it won't let you and Anevia whisper to each other, just to and from me. May I cast it on you?"