How to use 'select ' in MySQL 'insert' statement

INSERT INTO a.grades (rollno, grade)
    SELECT rollno, 'A' FROM b.students WHERE ssn = 12345;

Some DBMS would accept the following, with an extra set of parenthesis around the SELECT statement:

INSERT INTO a.grades (rollno, grade)
   VALUES((SELECT rollno FROM b.students WHERE ssn = 12345), 'A');

Columns in insert into and select must be equal

INSERT INTO grades (field1, field2)
  SELECT field1, field2 from students where ssn=12345;