 Solution

Neither $1$ nor $-1$ is divisible by a prime number, so both lie outside $U$. On the other hand, $0\in 2\mathbb{Z}\subseteq U$. If an integer $z$ has $|z|>1$, part (a)(i) supplies a prime number $p$ dividing the positive integer $|z|$; the same $p$ divides $z$, so $z\in p\mathbb{Z}\subseteq U$. These cases exhaust $\mathbb{Z}$, proving