Option 1: A lagoon is not formed by volcanic activities. It is a shallow body of water separated from the sea by a barrier such as a coral reef or sandbar.

Option 2: Freshwater lakes can be formed in various ways, including tectonic activity and glaciation, but not specifically by volcanic activities.

Option 3: This is the correct answer. Caldera lakes are formed when a volcano erupts and collapses, creating a large crater that is later filled with water. These lakes are known for their deep, clear blue water and can be found in volcanic regions.

Option 4: Karst lakes are formed in limestone or dolomite landscapes throughs processes such as dissolution, collapse, or subsidence. They are not directly related to volcanic activities.

In conclusion, option 3, Caldera lake, is the correct answer as it specifically refers to lakes formed by volcanic activities.