The statement is false.
While many protists, particularly those in the group known as algae, do possess membrane-bound chloroplasts that allow them to carry out photosynthesis, not all protists share this characteristic. Protists are a diverse group of eukaryotic microorganisms that can be classified into various categories.
Some protists, like certain protozoa, do not have chloroplasts at all because they do not photosynthesize. Instead, they obtain their nutrients through other means, such as ingesting other organisms or absorbing organic matter. Therefore, it is incorrect to say that all protists have membrane-bound chloroplasts.