The Bible provides no exemption for lying. It is always wrong to lie. However, one option is to not give any reply at all.
I think Corrie Ten Boom writes about this in perhaps The Hiding Place. She herself, I believe, had decided to not disclose the whereabouts of her brothers when the Nazi's were coming to draft them into the war. However, Corrie's sister, I believe, had the conviction to tell the truth. There was actually a hiding place under the table beneath the floor. The officers asked where their brothers were at one point. Corrie and others, I think, said nothing, but Corrie's sister did reply and say, "They're under the table". When the officers looked, someone started to laugh. The officers thought they were being made fun of, got mad, and left--without the brothers.
So, is lying wrong? Yes. Do you have to answer? No.