At that range. Louisville Slugger. Take the ball bat, leave the rifle at home!
Seriously, as the man just said, any decent 30-30 round. I am personally partial to the 170 gr Silvertip in 30-30. At 40 yards, most 30-30s will be a through and through unless you hit major bone. You want 2 holes- 1 to let air in, 1 to let blood out. DO take time to check your zero for close shots- have seen folks miss completely at close range- with their rifle zeroed for 200, shooting over the critter at 40 yards.
What we have here is... failure- to communicate.