Solution

ID: past-exam-of-the-probability-statistics-and-options-i-course-of-the-university-of-oxford/2009/e/1/b/ii/solution

Let be countable. For a closed subset of the real line, if , its inverse image contains and is closed by definition. If , its inverse image lies inside and is countable, hence is again closed. Every closed inverse image is therefore closed, proving is continuous.

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