Each of the students must bring _____ own laptop to the workshop.
Correct: A
While 'each' is grammatically singular, in modern English, 'their' is widely accepted as a gender-neutral singular pronoun to refer to an indefinite singular antecedent (like 'each of the students') when the gender is unknown or when referring to a group of mixed genders. 'His or her' is grammatically precise but often considered cumbersome.