Jamaican here. Born, raised, living in Jamaica all my life. We don't refer to it as The Rock. Correct answers would be Jamrock as heard in Damian Marley's song "Welcome to JamRock", Yaad or Jamdown
Answer also puzzled me as I though maybe I'm away from the island for too long. I've never heard Jamaica referred to as "the Rock" by any Jamaican either but I don't know everything about Jamaica. This answer needs to be reported to the quiz master as suspect now that you mention it.