Please lend me . . . . . . . . dollar.

Answer: Option A

An indefinite article is used when we are talking generally about something whereas a definite article is used when we are talking about something specific.
The indefinite articles are 'a' and 'an'. 'An' is used before a word starting with a vowel or vowel sound. 'A' is used before a word starting with a consonant or consonant sound.
As 'dollar' is a singular countable noun and starts with the consonant 'd', the blank will take 'a'.