Solution

ID: past-exam-of-the-mathematics-course-of-the-university-of-cambridge/2014/iii/paper-60/1/i/solution

Use the unsquared convention for quantum fidelity. For density operators on a common finite-dimensional Hilbert space,
Here is the trace norm, and all square roots are the positive operator square roots. The two displayed expressions agree because and its adjoint have the same singular values. This convention has ; some literature squares this quantity, but that convention is not used here.
For normalized pure states, the rank-one operator has a single nonzero singular value. Therefore

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