The answer is fog.
Essentially, fog is a low-lying cloud. Clouds form after evaporation in the water cycle. The water condenses on dust particles that are suspended in the air.
Fog is a collection of water droplets that are suspended in the air near the ground. The water source of fog is not large bodies of water, as it is for cloud formation. Instead, the water source for fog is usually a water source that is nearby, such as a pond or a moist ground. Water may also be added to the air by precipitation, daytime heating, or winds.
The other options are not correct because:
rainy - Refers to precipitation, not a cloud
sunny - Would imply no water is involved and clear skies.
windy - Again, no precipitation or water is involved. Wind is simply a collision of high and low pressure air masses.