Past exam of the options II course of the University of Oxford / 2009 / E / E4 / b / i / Solution

Let $C$ be any equivalence class. Since $A$ is both open and closed, $C\cap A$ is both open and closed in the subspace topology on $C$. Its connectedness makes $C\cap A$ either empty or all of $C$. Thus an equivalence class meeting $A$ lies wholly in $A$. Hence $A$ is saturated, a union of whole equivalence classes.