The correct answer is Option A.
The word 'AM' is used when one gives some information about himself. It follows the word 'I'.
In the given sentence, the person is asked whether he is a student. The listener answers by saying that he is one. Thus, he is giving information about himself.
Therefore, Option A - AM is the correct answer.
The remaining options are incorrect because:
Option B : HAVE is used to express possession.
Option C: IS is used to refer to another person or thing.
Option D: AM NOT is used in meaning of negation. In the given sentence, there is no such meaning intended.
Thus, Option A is the correct answer.