Please answer the following question with DETAILED step. Thank you!

ASSIGNMENT 4 3 Problem 2 (20p). For each n ( N, let Xn : 0 -> R be the constant random variable Xn(w) := n (WES) on a probability space (0, F, P). Show that there does not exist a random variable X : 0 -> R such that (X,) In_ converges in distribution to X as n -> co. You may use that a cumulative distribution function has at most countably many discontinuities (as