Pleural cavity is thin fluid filled space that surrounds the lungs and provide lubrication during the expansion and contraction. So if the bullet enters the left lung then it has been entered in the pleural cavity.
Pericardial cavity contains heart and other blood vessals so it is not the right option. Mediastinum is the area between the lungs that contains the heart parts so it not the right option too. Then comes the vertebral canal also known as spinal cord so it has nothing to do with the lungs. Hence the correct option is Pleural cavity.