Statement I:
Step 1: $O^{2-}$ and $F^-$ are isoelectronic species (10 electrons each).
Step 2: In an isoelectronic series, size decreases with increase in nuclear charge.
Step 3: Nuclear charge:
\[
Z(O)=8,\quad Z(F)=9
\]
Step 4: Hence $O^{2-}$ is larger than $F^-$.
So, Statement I is incorrect.
Statement II:
Step 5: Second ionization energy means removal of electron from the cation.
Step 6: $Na^+$ has noble gas configuration, so removal of electron is very difficult.
Step 7: $Mg^+$ still has one electron in 3s orbital.
Thus,
\[
IE_2(Na)>IE_2(Mg)
\]
Statement II is correct.
Hence, correct option is (4).