The two particles attract each other with equal and opposite internal gravitational forces.
Since there is no external force acting on the system:
\[
F_{\text{external}}=0
\]
The acceleration of the centre of mass is:
\[
a_{\text{CM}}=\frac{F_{\text{external}}}{m_1+m_2}
\]
So,
\[
a_{\text{CM}}=0
\]
Hence, the correct answer is:
\[
\boxed{(E)\ \text{zero}}
\]