Maggie lent her record book . . . . . . . . Shirley.

* The sentence structure indicates that Maggie is giving or lending something to someone.
* "To" is the preposition used to show the recipient of something.
* Therefore, Maggie lent her record book to Shirley.

Now, let's see why the other options are incorrect:

* "In" implies being inside something, which doesn't fit the context.
* "On" usually indicates something being supported by or touching a surface, which isn't relevant here.
* "At" typically indicates a location or time, which also doesn't fit the sentence's meaning.

So, the best word to complete the sentence logically and grammatically is "to".