Compare fog with two familiar mixtures: smoke rising from a fire, and the fizz in a bottle of soda water.
Fog matches the water-droplets-in-air picture, so the correct answer is liquid in gas.
Identify two things separately for fog: what physical state is doing the dispersing (the medium), and what physical state is dispersed within it (the dispersed phase).
Since fog's medium is a gas and its dispersed phase is a liquid, the correct answer is liquid in gas.