I think you'll have to say 'A and/or B are infinite sets'.
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EriousA or B is an infinite set".The "or" of mathematics is an inclusive "or" (and/or), so your answers sound all right for a math class, provided your math instructor accepts this usage.
That was made to show three case:
a. A is an infinite set but not B
b. B is an infinite set but not A
c. A and B are infinite sets