I don't understand the 'correct' answer. How can it be the present perfect rather than 'Columbus did not discover Europe'? When would it ever be said and by whom? I'm struggling to think of a context for it.
you're right is why! It's a poor translation. heeft ontdekt = discovered; heeft niet ontdekt = didn't discover. The correct answer should be: Columbus didn't discover Europe. (Hij heeft Amerika ook niet ontdekt.)