Close Initiator Represents the agent which first sent the request for closing the connection when previously it was in established state(Usually client).
Close Responder represents the agent which responds to FIN Segments(Usually the server).
Now, as we see in the diagram,
When the client sends the FIN segment to server,it moves to FIN-WAIT1 state where it waits for an Acknowledgement from the server for it's own FIN segment.
Now when the client receives ACK for its OWN FIN Segment, it moves to FIN-WAIT2. This state represents that the connection from client to server has been terminated but still the connection from server to client is open.(TCP supports full duplex connections).
Hence, answer is D.
Reference:
[1]http://tcpipguide.com/free/t_TCPOperationalOverviewandtheTCPFiniteStateMachineF-2.htm