The extraembryonic membranes are structures that develop outside of the embryo during embryogenesis and include the amnion, yolk sac, chorion, and allantois. Each of these membranes has specific functions: the amnion protects the embryo, the yolk sac provides nutrients, the chorion forms part of the placenta, and the allantois is involved in waste storage and gas exchange. The umbilical cord, however, is not classified as an extraembryonic membrane; instead, it serves as a connection between the embryo and the placenta, facilitating the transport of nutrients and waste. Therefore, the correct answer is the umbilical cord, as it is not one of the extraembryonic membranes.