The true statement about the size of the Roman Empire at its greatest extent is:
It included Western Europe, the Balkans, North Africa, and parts of the Middle East.
At its height, the Roman Empire covered large swathes of territory, including much of Western Europe (such as modern-day Spain, France, and Italy), the Balkans, North Africa (including parts of modern-day Tunisia, Libya, and Egypt), and parts of the Middle East (such as modern-day Israel and Jordan). The other statements do not accurately describe the territory of the Roman Empire.