No, I have no idea

[sven]

Test No. incompl/elem-19 "Late Again", question 2

No, I have ......... idea.

(a) any
(b) no
(c) not
(d) some

Test No. incompl/elem-19 "Late Again", answer 2

No, I have no idea.

Correct answer: (b) no

Your answer was: incorrect
No, I have any idea.
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Cheers, why can't I use any? So far I thought that in negative sentences I can use it.

[Alan]

You would have to make the VERB negative as in: I haven't any idea.
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English as a Second Language
You can read my ESL story Guy Fawkes Night for You

[Martin]

I think the form is "have not" or "haven't"; why in this case is "I have no idea"..???