The correct answer is option 2: Goat. Pashmina shawls are made from the hair of goats, specifically the undercoat of the Cashmere goat. The Cashmere goat is found in regions like Nepal, Tibet, and Kashmir, where the hair is carefully collected during the spring molting season. The undercoat of the Cashmere goat is known for its fine, soft, and lightweight fibers, which are used to create luxurious shawls and stoles.

Option 1: Sheep is not the correct answer. While sheep do produce wool, Pashmina shawls specifically refer to the ones made from goat hair.

Option 3: Rabbit is also not the correct answer. Rabbits do produce fur, but Pashmina shawls are not made from rabbit hair.

Option 4: Yak is not the correct answer. Yak hair is used to make other types of products, like blankets and rugs, but not Pashmina shawls.

In conclusion, Pashmina shawls are made from the soft and fine hair of Cashmere goats, making option 2 the correct answer.