What is the term for a plant that produces a seed without a protective cover?

The plants that produce a seed without a protective cover are known as Gymnosperms.
Gymnosperms have no fruits (protective cover), and they have unenclosed or “naked” seeds on the surface of scales or leaves. Their seeds are often called cones. Another difference from Angiosperms (with enclosed seed) is that they don’t have cotyledons  and that their endosperm is haploid

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