The speed of sound waves in a substance is generally higher in materials with higher densities and is also influenced by their elasticity. Among the substances you listed—steel, water, copper, and air—steel and copper are metals and typically have high densities and elasticity, which can contribute to a higher speed of sound.
However, steel generally has a higher density compared to copper. The speed of sound in steel is considerably higher than in water, and much higher than in air.
Therefore, based on common knowledge, the substance in which the speed of sound waves is likely the highest is Steel.