The aerosol is a kind of colloid in which:

We begin by recalling the general way to describe any colloid. A colloid consists of two distinct phases: a dispersed phase (sometimes called the discontinuous phase) and a dispersion medium (the continuous phase). Symbolically we can write a colloid as $$\text{(dispersed phase)} / \text{(dispersion medium)}.$$ What matters is which substance is finely divided and which substance surrounds it.

There are several special names for different combinations. For example, when a liquid is dispersed in another liquid, the colloid is called an emulsion; when a solid is dispersed in a liquid, it is called a sol; and when a gas is dispersed in a liquid, we get a foam. In a similar fashion, when the dispersion medium is a gas, we use the term aerosol. Thus, by definition, an aerosol is a colloid whose dispersion medium is gaseous.

Now, within aerosols we can still have two possibilities for the dispersed phase:

1. The dispersed phase can be a liquid (for example, the fine liquid droplets in mist or fog).
2. The dispersed phase can be a solid (for example, the fine soot particles in smoke).

Hence, an aerosol is either $$\text{liquid} / \text{gas}$$ or $$\text{solid} / \text{gas}.$$ In both sub-cases, the key identifying feature is that gas is the continuous medium.

Looking at the options provided:

A. solid is dispersed in gas   $$\bigl(\text{solid} / \text{gas}\bigr)$$
B. liquid is dispersed in water   $$\bigl(\text{liquid} / \text{liquid}\bigr)$$ → this is an emulsion, not an aerosol.
C. gas is dispersed in solid   $$\bigl(\text{gas} / \text{solid}\bigr)$$ → this is usually called a solid foam.
D. gas is dispersed in liquid   $$\bigl(\text{gas} / \text{liquid}\bigr)$$ → this is an ordinary foam, again not an aerosol.

Only option A matches the defining requirement that the dispersion medium is a gas and the dispersed phase is either solid or liquid. Option A specifically gives the combination $$\text{solid} / \text{gas},$$ which is one of the two textbook examples of an aerosol (the other being $$\text{liquid} / \text{gas}$$ such as fog). Therefore, option A correctly identifies the nature of an aerosol.

Hence, the correct answer is Option A.