We present K-band \lambda / \Delta \lambda \sim 2600 spectroscopy of five stars ( K \sim 14 - 16 mag ) within 0. ” 5 of Sgr A* , the radio source associated with the compact massive object suspected to be a 2.6 x 10 ^ { 6 } M _ { \sun } black hole at the center of our Galaxy . High spatial resolution of \sim 0. ” 09 , and good strehl ratios of \sim 0.2 achieved with adaptive optics on the 10-meter Keck telescope make it possible to measure moderate-resolution spectra of these stars individually for the first time . Two stars ( S0-17 and S0-18 ) are identified as late-type stars by the detection of CO bandhead absorption in their spectra . Their absolute K magnitudes and CO bandhead absorption strengths are consistent with early K giants . Three stars ( S0-1 , S0-2 , and S0-16 ) , with r _ { proj } < 0.0075 pc ( \sim 0. ” 2 ) from Sgr A* , lack CO bandhead absorption , confirming the results of earlier lower spectral and lower spatial resolution observations that the majority of the stars in the Sgr A* Cluster are early-type stars . The absolute K magnitudes of the early-type stars suggest that they are late O - early B main sequence stars of ages < 20 Myr . The presence of young stars in the Sgr A* Cluster , so close to the central supermassive black hole , poses the intriguing problem of how these stars could have formed , or could have been brought , within its strong tidal field .