Organisms belonging to the phylum Annelida and Arthropoda have a true coelom, in which the body cavity (coelom) is lined by mesoderm. Organisms belonging to phylum Aschelminthes are pseudocoelomate (coelom is not lined by mesoderm) and organisms belonging to phylum Platyhelminthes are acoelomate (They do not have a coelom i.e, coelom is completely absent). So, the correct answer is 'Platyhelminthes'.