No, a finite set can be a set of anything - as long as it has a finite number of members.
Some examples of finite sets are:
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Finite.
It depends on your definition of whole numbers. The classic definition of whole numbers is the set of counting numbers and zero. In this case, the set of whole numbers is not closed under subtraction, because 3-6 = -3, and -3 is not a member of this set. However, if you use whole numbers as the set of all integers, then whole numbers would be closed under subtraction.
That is called the set of "integers".
If you can never, by multiplying two whole numbers, get anything but another whole number back as your answer, then, YES, the set of whole numbers must be closed under multiplication.
If set b is finite then the cardinality is the number of elements in it. If it is not finite then it depends on whether its elements can be put into 1-to-1 correspondence with the natural numbers (cardinality = Aleph Null) or with irrationals (Aleph-One).