Unlike others, while I agree that the present perfect is the preferred choice here, I cannot agree that the simple present is either grammatically wrong without a specified time period or wrong here. Often, test questions require a "more or most likely" choice, and not an "only choice" response.
Consider another setting:
"They had an utter ball. They danced. They drank. They listened to shedloads of Beatles songs. But now it's come to karaoke time, and it turns out that they can't sing any of them."