Which one of the following groups of animals belongs to the category of endangered species?

Option (a): Correct. Great Indian Bustard, Musk Deer and Red Panda are endangered/threatened species, and Asiatic Wild Ass is also a protected threatened wild species; this is the only group intended in UPSC keys as endangered.

Option (b): Incorrect. Kashmir Stag is threatened and Great Indian Bustard is endangered, but Cheetal and Blue Bull are not endangered species.

Option (c): Incorrect. Snow Leopard is threatened, but Rhesus Monkey is not endangered; hence the group fails.

Option (d): Incorrect. Lion-tailed Macaque is endangered, but Blue Bull, Hanuman Langur and Cheetal are not endangered species.

Therefore, the correct answer is (a).