You might think the answer is “neither would hit because there is no gravity on the Moon”. There is, however, gravity on the Moon—it’s just weaker than the Earth’s gravity. The Moon’s surface gravity is about one-sixth that of the Earth’s surface gravity.
While the Moon has gravity, it does not have any air. As a result, there would be no air resistance to slow the falling feather down. So the answer is that both the feather and the rock hit the ground at the same time.