Step 1: Recall the atmosphere layers.
From the ground up they are: troposphere, stratosphere, mesosphere, thermosphere and exosphere.
Step 2: What the ozone layer does.
The ozone layer is made of ozone $O_3$ molecules. It absorbs harmful ultraviolet rays from the Sun and protects life.
Step 3: Where it sits.
The ozone layer lies inside the stratosphere, roughly between 15 km and 35 km above the surface.
Step 4: Rule out others.
The troposphere has our weather. The mesosphere burns up meteors. The thermosphere has ionised gases. None hold the protective ozone layer.
Step 5: Conclude.
The correct layer is the stratosphere.
Answer: Stratosphere