Actually, there is no particular name for a virus residing in CD or pendrive. This was a trick question. In fact, whether at all they wanted to know the name of the virus residing in a pendrive is another question. The main question here is whether you understood their question clearly. I am saying this because computer viruses are never categorized according to the region they reside in. They are categorized according to their physical behavior and attacking power and limitations. It is true that if the pendrive and CD contains a virus, it would seem like a shortcut. But they are not called shortcut virus, let me tell you.
There is nothing called as shortcut virus. Viruses are categorized into many types. For example, trojan viruses are executable files that do not harm the computer until they are executed. They look like very important files so users will execute them. They mostly reside in pendrives and CDs and attack computer systems. Probably your interviewers wnated to know about this trojan virus.
There are other viruses like spyware, malwares, which come with something that is downloaded from unauthorized websites. There backdoor viruses and lots more. I hope now the scenario is clear to you.
Live life Kingsize!