The formula of energy density in terms of strength of the magnetic field is, $u_d=\frac{1}{2}\times \frac{B^2}{{\mu }_0}$, then the energy of stored will be, $u=u_d\times V=\frac{1}{2}\times \frac{B^2}{{\mu }_0}\times V$, here the strength of the magnetic field can be calculated from the formula, $B=\frac{{\mu }_{0}i}{2r}$, 

$$\begin{gathered} \Rightarrow u=\frac{1}{2}\times \frac{{\left(\frac{{\mu }_{0}i}{2r}\right)}^2}{{\mu }_0}\times a^3 \\ \Rightarrow u=\frac{4\pi \times {10}^{-7}}{2{\left(20\times {10}^{-2}\right)}^2}\times {\left({10}^{-3}\right)}^3=1.57\times {10}^{-14} \mathrm{J} \end{gathered}$$