A real number is any number that is rational, including integers and natural numbers. A rational number is any number that can be written as a ratio or isn't a square root of a number. An integer is any whole number (not including fractions) that exists, negative or positive. A whole number is the same as an integer except it only includes positive numbers.
Since a set of whole numbers wouldn't be able to include any negative numbers, your answer would be your fourth option.
Hope this helped you out! :-)