Unsaturated hydrocarbons are those which have at least one double or triple bond in them. Whereas A is not entirely true, as it is possible for unsaturated hydrocarbons to end in -yne, the other options are entirely false, thus making A the best possible choice provided.
Further, I am not sure whether this problem is meant to be looked at from a biochemistry or organic chemistry standpoint, but if it is biochemistry, triple bonds are exceedingly rare in biochemical systems which may be why -yne wasn't listed as part of A.