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I'm wondering whether there is any problem relating to three overlapping sets in GRE?
It's exceedingly unlikely. That said, it is certainly a concept ETS could ask about in a future exam and considering the neverending grad school exam competition between the GRE and GMAT, would be a question that could increase the GRE math difficulty to a level more approximating that of the GMAT. So, why not be prepared!?
It's not that difficult of a concept to memorize if you simply extrapolate the formula for overlapping sets as follows:
Total = Group1 + Group2 + Group3 - Those in Exactly Two Groups - 2(Those in All Three Groups) + None
Hope this helps!