Explanation

A foal is a horse of any age under one year old. A colt is specifically a male horse under four years of age (or sometimes defined as under three in older texts or specific contexts like racing). Given the options and the specific age 'under 3 years', Colt is the most precise answer for a young male horse, whereas Filly is female, Stallion is adult male, and Foal is too broad/age-inaccurate for 'under 3'.