Merton

First of all: the Borough of Merton isn't in any city; although it's known as the London Borough of Merton, this is because it's a borough of Greater London.

Greater London includes two cities: London and Westminster. The London Borough of Merton isn't in either of them.

Second of all: given that we have to come up with an answer, even though there isn't a correct one, what else could it be? We don't talk about (for example) Manchester Boroughs or Birmingham Boroughs.