The true statement about the relationships between the number sets is:
Whole numbers include all natural numbers and 0.
Here's a brief explanation of the other statements:
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Not all natural numbers are real numbers. (False: All natural numbers are indeed real numbers.)
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Some irrational numbers are also integers. (False: By definition, irrational numbers cannot be integers.)
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All rational numbers are also integers. (False: Rational numbers include fractions, not just integers.)
Thus, the correct choice is that whole numbers include all natural numbers and 0.