Seeds of gymnosperms has three generations, that is
A. Two saprophytic and one gametophytic generation
B. Two gametophytic and one saprophytic
C. All three saprophytic generation
D. All three gametophytic generation

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Hint: Gymnosperms are defined as the association of seed-producing plants but they do not elicit flowers. These seeds formulate either on the covering of scales or leaves, which are always adapted to form cones, or isolated as in English yew plants. They are heterosporous. They have different female and male gametes.

Complete answer:
All vascular plants possess a sporophyte-dominant life cycle and the fairly short-lived gametophytic phase. The gametophytes i.e. microspores and megaspores are diminished in size. The ploidy of sporophyte is diploid and of the gametophyte is haploid.
Microgametophytes (Male gametophyte i.e. pollen grain) mature from microspores and elicits sperm cells while Megagametophytes (female gametophyte) develop from megaspores and are protected inside the ovule. The pollen tube evolves towards the megasporocyte (2n), which further undergoes meiosis and evolves into megaspores. The megaspores will grow up into eggs (1n).
 The seed that originated in gymnosperms includes 3 generations of tissues: Seed coat and nucellus that arises from the sporophyte tissue, the gametophyte that will give nutrients, and the daughter sporophyte i.e. embryo itself.

Hence, the correct answer is option (A).

Note: The gymnosperms along with angiosperms comprise the spermatophytes or seed plants. The biggest organization of inhabiting gymnosperms are the conifers, gnetophytes and Ginkgo biloba. Gametophytic generation is dominant over a sporophytic generation and the sporophyte is dependent on the gametophyte. In the life sequence of a conifer, the sporophytic phase is the lengthiest.