Step 1: Concept
Conservation of Linear Momentum: Initial Momentum = Final Momentum.
Step 2: Analysis
Initial momentum = $(m \times a) + (M \times 0) = ma$.
Final state: The bullet is inside the block, so they move together as a single system of mass $(m+M)$.
Step 3: Calculation
$ma = (m + M) \cdot v_{final}$.
$v_{final} = \frac{m}{m+M}a$.
Step 4: Conclusion
Hence, the final velocity is $\frac{m}{m+M}a$.
Final Answer:(A)