Step 1: Analyze the nature of a gold sol.
A gold sol is typically prepared by the reduction of gold salts (like AuCl$_3$) in water. The gold atoms formed aggregate to form colloidal particles.
Step 2: Evaluate each statement.
\begin{itemize}
\item I) It is macromolecular colloid: Macromolecular colloids are formed by large molecules (macromolecules) in a suitable solvent. Examples include starch, proteins, and polymers. Gold sol particles are aggregates of many gold atoms, not single large molecules. So, this is incorrect.
\item II) It is a lyophobic sol: Lyophobic colloids (solvent-hating) are formed by substances that do not readily form colloidal solutions. They are thermodynamically unstable and require stabilizing agents. Metal sols like gold sol are lyophobic. So, this is correct.
\item III) It is a negatively charged sol: Gold sols prepared by reduction methods often have a negative charge due to the adsorption of anions (like citrate ions if sodium citrate is used as a reducing agent) on the surface of the gold particles. So, this is correct.
\item IV) It is a multimolecular colloid: Multimolecular colloids are formed by the aggregation of a large number of small atoms or molecules. Gold sol, consisting of aggregates of many gold atoms, fits this description. So, this is correct.
\item V) It is an associated colloid: Associated colloids (micelles) are formed by the aggregation of lyophilic colloids at high concentrations. Examples include soaps and detergents. Gold sol formation is different from micelle formation. So, this is incorrect.
\end{itemize}
Step 3: Identify the correct statements.
The correct statements are II, III, and IV.
Final Answer:
\[
\boxed{\text{II, III, IV only}}
\]