The true statement about the relationships between the number sets is:
All integers are also rational numbers.
Here's a brief explanation of the other statements:
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Not all natural numbers are real numbers. - This statement is false; all natural numbers are indeed real numbers.
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Whole numbers include all positive and negative integers. - This statement is false; whole numbers include non-negative integers (0 and positive integers), but not negative integers.
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Some irrational numbers are also integers. - This statement is false; irrational numbers cannot be integers since integers are whole numbers (positive, negative, or zero) without any fractional or decimal part.
Therefore, the correct response is that all integers are rational numbers.