Notice (by imagining unfolding the roll), that the length of the paper is equal to the sum of the circumferences of the concentric circles, which is $\pi$ times the sum of the diameters. Now the, the diameters form an arithmetic series with first term $2$, last term $10$, and $600$ terms in total, so using the formula $\frac{1}{2}n(a+l)$, the sum is $300 \times 12 = 3600$, so the length is $3600\pi$ centimetres, or $36\pi$ metres, which is answer $\boxed{\text{A}}$.