The correct option is
D a and b
A. Thallus is the plant body structure which is not differentiated into root, stem an leaves. Algae are thalloid while bryophytes have two phases, gametophyte, and sporophyte which is not differentiated into true leaves, stem, and roots.
B. Sterile jackets are a mass of cells which are present in the sex organs for protection. Sterile jackets are present in bryophytes but absent in algae.
C. Embryo is the juvenile stage in the development of an organism. Both algae and bryophytes have embryonic stages.
D. Algae do not have conducting tissues xylem and phloem but they have internal specialised conducting tissues whereas bryophytes have xylem and phloem as conducting tissues. Hence, both algae and bryophytes have conducting tissues.
Hence, options a and b describe correct features to distinguish algae and bryophytes.
So, the correct answer is 'a and b'.