Explanation:

• Option A (Correct): Contingent claims, such as options, are characterized by an asymmetric payoff profile, making them non-linear derivatives. This non-linearity arises because the payoff depends on whether certain conditions are met (e.g., the underlying asset's price exceeding a strike price).

• Option B (Incorrect): Forward commitments, including forwards and futures, have a linear payoff profile. The derivative's value changes linearly with the underlying asset's price, as the payoff is directly proportional to the price movement.

• Option C (Incorrect): Since forward commitments are linear derivatives, combining them with contingent claims does not result in a non-linear payoff profile. The non-linearity is solely attributable to contingent claims.