Convert the given sentence into indirect speech. 

The teacher said, "The sun sets in the west."

The given sentence is in the direct speech format. Here, the words of the speaker, that is, the teacher are mentioned as it is. It is a universal truth that the sun sets in the west. While converting a universal truth from the direct speech format to the indirect speech format, the tense will remain unchanged. Hence, option A is the correct answer. In option B, the tense of the sentence has changed into past continuous tense. Hence, option B is incorrect. Similarly, in option C, the tense has changed into future continuous tense. Hence, option C is incorrect. In option D also the tense has changed into past tense. Hence, option D is incorrect.