I know the perceived colour of an object depends on which wavelengths of the incoming light are reflected and not absorbed, which lead me to believe that it is impossible to be red or yellow... I think it should be green but I am not sure because I am having trouble understanding this...
White light is composed of red + green + blue.
Cyan = blue + green
Magenta = red + blue
Yellow = red + green
So if an object is cyan when illuminated by white light, it means that it reflects blue + green light, i.e. the object does not reflect red light.
When the same object is illuminated with a yellow light, it is essentially being illuminated with red + green light. As mentioned, the object does not reflect red light, and so only reflects the green light.
Therefore, the object is perceived to be green in yellow light.