The answer is a. notochord.
The notochord develops along the back of the embryo. It derives from the endoderm during the gastrulation. It extends along the anteroposterior axis of the embryo.
Among the other choices, a zygote could not be the right answer because an embryo eventually develops from the zygote. A dorsal fin is not along the whole back of the embryo, and gill slit is usually on the side of the shark head.
