The relative pronoun in the following sentence relates its clause to?

She enjoyed that book by William Faulkner very much.

Are you sure you wrote the correct question/sentence? Or is this maybe a trick question?

There are no relative pronouns in this sentence. There are two pronouns here: she (personal pronoun) and that (demonstrative pronoun). Although that can sometimes be used as a relative pronoun (This is the cat that I petted), it is not the case here.