There are probably several ways in which this could be answered. One possibility is 'Lucy'. This is an anglicised version of the Latin name, 'Lucia', but it is not a diminutive, abbreviated or pet-name form. All the others are...of Thomas, Richard, Peter, Jeffrey (Geoffrey), James and Rose.
Or Dicky, because it is the only diminutive which starts with a different letter to the longer version of the name (assuming Lucy to be short for Lucinda), but knowing QM, he's probably right :)
Shy, You're absolutely right with your reason for choosing 'Dicky', which perfectly illustrates my earlier point about there probably being various possible answers. You're wrong, however, in assuming 'Lucy' to be an abbreviation of 'Lucinda'. As I said earlier, 'Lucy' is just the English form of the Latin 'Lucia'. The other names, Lucinda, Lucilla and Lucille are all just elaborated derivatives of the original Latin.
Jules, I'd advise you to go with Shy's suggestion. It seems much more likely as a quiz-answer than my offering. As Shy says, the quiz-setter may not be aware that Lucy isn't a diminutive - given that it does sound rather like one - whereas he/she can scarcely quibble about the opening-letter version.