The true statement about the relationships between the number sets is:
All integers are also rational numbers.
Here's a brief explanation of each statement:
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Some irrational numbers are also integers. - False. Irrational numbers cannot be expressed as a fraction of two integers, while integers are whole numbers. Thus, no irrational number is an integer.
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Whole numbers include all positive and negative integers. - False. Whole numbers include all non-negative integers (0, 1, 2, ...), but do not include negative integers.
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Not all natural numbers are real numbers. - False. All natural numbers (1, 2, 3, ...) are considered real numbers.
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All integers are also rational numbers. - True. Any integer can be expressed as a fraction (for example, 3 can be expressed as 3/1), thus all integers are rational numbers.