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Infinite set intersection with arithmetic progressions

Let $\mathcal{A}$ be the set of all arithmetic progressions in $\mathbb{N}$ i.e \begin{align*} \mathcal{A} = \{a + b\mathbb{N} : a,b\in\mathbb{N}, b\neq 0\}. \end{align*} Does there exist a set $X \...