This paper concerns the lattice $L_n$ of subsets of $\{1,\ldots,n\}$ that are arithmetic progressions, under the inclusion order. For $n\geq 4$, this poset is not graded and thus not semimodular. We give three independent proofs of the fact that for $n\geq 2$, $μ_n(L_n) = μ(n-1)$, where $μ_n$ is the Möbius function of $L_n$ and $μ$ is the classical (number-theoretic) Möbius function. We also show that $L_n$ is comodernistic, which implies that $L_n$ is EL-labelable. Comodernism is then used to prove that the order complex $Δ_n$ of the lattice is either contractible or homotopy equivalent to a sphere.