Detailed Solution:
The correct answer is “Echidna”.
The mammal that lays eggs is the Echidna, also known as the spiny anteater.
Echidnas are one of the few species of monotremes, which are mammals that reproduce by laying eggs instead of giving birth to live young. The other options—hedgehog, loris, and kangaroo—are all placental mammals that give birth to live young.