Read the following statement carefully and identify the conclusion that follows.
Statement:

"People who regularly exercise are less likely to fall ill."
Conclusions:
I. Regular exercise improves immunity.
II. Illness is directly linked to lack of physical activity. ​​

Statement:

"People who regularly exercise are less likely to fall ill."
Conclusions:
I. Regular exercise improves immunity.
This seems reasonable and can be inferred, since being "less likely to fall ill" suggests stronger immunity.

II. Illness is directly linked to lack of physical activity. ​​
This does not directly follow. The statement only talks about reduced illness in people who exercise, but it does not claim that illness is solely or directly caused by lack of exercise.

So, Only conclusion I follows.

Thus, correct option is (a).