Step 1: Biochemistry qualitative tests are usually built around a specific functional group. Millon's test is built around the phenolic hydroxyl group present in the amino acid tyrosine.
Step 2: Mercury ions in Millon's reagent form a red colored complex with nitrated tyrosine residues upon heating, giving a visible red precipitate whenever tyrosine-containing amino acids or proteins are present.
Step 3: Lipids, nucleic acids and glucuronic acids do not carry this phenolic tyrosine ring, so they give no reaction with Millon's reagent.
The correct answer is amino acids.