When sulphur is burnt in air, it forms sulphur dioxide gas (SO$_2$): \[ S + O_2 \rightarrow SO_2 \] When SO$_2$ dissolves in water, it forms sulphurous acid (H$_2$SO$_3$), which is acidic: \[ SO_2 + H_2O \rightarrow H_2SO_3 \] An acidic solution turns blue litmus red but has no effect on red litmus paper. Therefore, the blue litmus will turn red and the red litmus will remain red.