Well...all it takes is one in the right spot lol. I'd say they would do the trick but I don't really like shots that long. I'm really digging the new Win Longbeard XR shells. They shoot like the high dollar Nitro and Hevi Shot loads for half the price. Go with a shell that has a velocity of at least 1100. Typically 5's will get better down range power. 6's will get better velocity but not so much long distance.
For 40 yards you want to try and get the majority of your pattern inside a 10" circle. If you can put 8-10 consistently in the head/neck area you should be good. Google for Longbeard XR images and you should see what I am talking about.