Solution

ID: past-exam-of-the-probability-statistics-and-options-ii-course-of-the-university-of-oxford/2009/e/e4/b/i/solution

Let be clopen and an equivalence class. The intersections and are complementary relatively open subsets of . Connectedness of means one must be empty. Thus every equivalence class is entirely in or entirely outside it, proving . This is precisely saturation.

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