On an undivided highway, if an emergency vehicle approaches while using its siren and flashing lights, you should:

You must yield the right-of-way to a police vehicle, fire engine, ambulance, or other emergency vehicle using a siren or air horn and red or blue flashing lights. Pull over to the right edge of the road, or as near to the right side as possible, when you see or hear an emergency vehicle approaching from any direction on an undivided highway.
DMV Writen Test