Step 1: Recall the regulation of gene expression in eukaryotes.
Gene expression in eukaryotes can be regulated at several stages:
\[
\boxed{
\begin{aligned}
&\text{Transcriptional level}
&\text{Post-transcriptional (RNA processing/splicing) level}
&\text{Transport of mRNA from nucleus to cytoplasm}
&\text{Translational level}
\end{aligned}
}
\]
Step 2: Examine each statement.
\[
\begin{aligned}
I. &\text{Transcription level} &&\checkmark
II. &\text{Translation level} &&\checkmark
III. &\text{Splicing processing level} &&\checkmark
IV. &\text{mRNA transport from nucleus to cytoplasm} &&\checkmark
\end{aligned}
\]
Thus, all four statements are correct.
Step 3: Choose the correct option.
Hence, the correct option is
\[
\boxed{(D).}
\]