Solution:
Given: 1st May 2019 was Wednesday.
Now, 1st May 2019 to 1st May 2016 = 3 years,
And, these 3 years has 3 odd days (Because no leap year counted between them)
So, 1st May 2016 = Wednesday - 3 = Sunday,
But, we need to find the day on 12th May 2016,
So, 1st May 2016 to 12th May 2016 = 11 days,
11 days = 11/7 = 1 week and 4 odd days.
Now, adding that 4 odd days in Sunday,
then, we get 12th May 2016 = Sunday + 4 = Thursday.
Hence, the correct answer is "Option C".