How many infinite subsets of the Naturals have natural density (asymptotic density) zero?

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Are there countably or uncountably many? I know that the set of all primes has density zero. Is there an obvious way of using that result to construct an uncountable family of such sets?

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Yes: every subset of the primes has asymptotic density zero, and there are $2^\omega=\mathfrak{c}$ infinite subsets of the primes.