Step 1: Understanding the Concept
A colloid is named by the physical state of its dispersed phase and its dispersion medium. A colloid with liquid in gas is called a liquid aerosol.
Step 2: Applying it to mist
Mist, like fog and clouds, consists of fine water droplets suspended in air. The droplets are the dispersed phase and air is the dispersion medium.
Step 3: Compare the options
Liquid in liquid is an emulsion, liquid in solid is a gel, and solid in liquid is a sol. Only liquid in gas matches mist.
Final Answer:
Mist is liquid particles dispersed in a gas.
\[ \boxed{\text{(A) }\text{liquid particles dispersed in a gas.}} \]