Go Go Godzilla!

After just having a conversation about the spelling of Godzilla over at Curves and Corners, I was amused by a question on the Japanese version of the quiz show "Millionaire" tonight.

Which letter is not found in the English spelling of "ゴジラ”（Gojira)？ a. D b. Z c. J d. L

The contestant, captain of the Japanese Women's Olympic soccer team, found the question difficult enough that she used the lifeline.