Step 1: Understanding the Concept.
Saina Nehwal was one of India's leading badminton players in this period and won several international titles.
Step 2: Check the options.
Wang Lin, Kamilla Rytter Juhl, and Shinta Mulia Sari were not the player Saina beat in this particular final, so options B, C, and D are wrong.
Step 3: Final Answer.
Saina Nehwal defeated Ji Hyun Sung of Korea in the final to win the Swiss Open Grand Prix Gold title, becoming the first Indian to achieve this, so option A is correct.