Smoke is a colloidal solution where solid particles (such as soot) are dispersed in a gas (air). This is why it is categorized as a solid in gas colloid.
Smoke is being classified by its physical state combination. Check each option against what smoke is actually made of.
Smoke's fine soot particles float and drift through air, which is a gas, so smoke fits solid dispersed in gas.
So the correct answer is solid in gas.