Dagger because it would've been odd if the scene went like this...
Garnet "Hey Zidane whats this?"
Zidane "That's a dagger, the shortest weapon class, from there there's shortswords, swords, broadswords..."
Garnet "Ok I get it"
Steiner "Your highness thats a weapon please put it away."
Garnet "I know from now on I'll be....
Julia!"
I mean seriously, her name would've had nothing to do with the discussion they had.