Step 1: Understanding the Question:
We need to classify the given substances based on their colloidal state. Specifically, we must identify the one that behaves as a macromolecular colloid when dispersed in a suitable medium.
Step 2: Detailed Explanation:
Colloids are broadly classified based on the nature of their dispersed phase particles:
1. Multimolecular Colloids: Formed by the aggregation of a large number of smaller atoms or simple molecules (e.g., Gold sol, Sulphur sol $S_8$).
2. Macromolecular Colloids: These are true solutions formed by single, exceptionally large molecules (macromolecules/polymers) whose individual dimensions inherently fall within the colloidal range (1-1000 nm). Examples include starch, proteins, cellulose, enzymes, and synthetic plastics/polymers like Nylon and polythene.
3. Associated Colloids (Micelles): Substances that behave as normal strong electrolytes at low concentrations but aggregate at higher concentrations to form colloidal-sized micelles. Examples are soaps and synthetic detergents.
Evaluating the options based on these definitions, Nylon is a large synthetic polymer (a macromolecule).
Step 3: Final Answer:
Nylon is the macromolecular colloid, matching option (d).