If you are studying French:
* J'étudie le français. (I am studying French.)
If you are studying history:
* J'étudie l'histoire. (I am studying history.)
If you are studying math:
* J'étudie les mathématiques. (I am studying math.)
If you are studying at the university:
* J'étudie à l'université. (I am studying at university.)
If you are studying for a specific profession:
* J'étudie pour être [profession]. (I am studying to be a [profession].)
You can also answer with a more general statement:
* J'étudie beaucoup. (I study a lot.)
* J'étudie pour les examens. (I am studying for exams.)
Remember to conjugate the verb "étudier" according to the pronoun "je" (I) in your answer.