Here in the given question, young Parsee denotes a group or class of people, therefore use of the indefinite article is appropriate. The choice between 'an' and 'a' is determined by the sound of the noun. Before a noun beginning with a vowel sound 'an' is used. 'A' is used for nouns which begins with a consonant sound since here it is to be used before 'young' which begins with a consonant sound 'y', Option A is correct.
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