No, because à is implied because "lui" is an indirect object pronoun.
Either him or her is correct. I'm not sure about "it". Report this to DUO
I found this in a French grammar book if you can understand and translate it properly, it's helpful.
- Lui est de deux genres quand il dépend de la préposition à sous-entendue; il signifie alors à lui, à elle -- Partout ailleurs lui est seulement masculin
I got this one wrong for the same reason.
Generally in French, if gender is unknown, masculine is used. If gender is mixed, as in a room full of people, masculine is used. Feminine is used only when it is certain that there is no possibility of masculine.
Some French speakers on this board disagree with me but I have read this in a couple places, one of them being about.com. I have noticed that Duo will never take a heart if you assume masculine but sometimes will if you try to be politically correct and throw in a feminine use when it is not clearly required. Feel free to rage against the machine and use masculine and feminine forms equally throughout examples. However if you do you will lose a heart sometimes.
As for using it, there are some odd occasions when you may be asked to speak to it, but they seem to be pretty rare. The most likely instance would be where you are asked to speak to a particular subject which you already have discussed. It is possible that French would use a different form for such situations.