Step 1: A stop codon has no matching tRNA or amino acid, it is read instead by a release factor.
Step 2: UUU does code for an amino acid (phenylalanine), so it is not a stop codon.
Step 3: UAA, the "ochre" codon, has no tRNA and is recognised by release factors, terminating translation.
Step 4: Correct answer, UAA.