Let Zo, Z₁, Z2,... be i.i.d. standard normal RVs. The distribution of the RV Zo Tk := k=1,2,..., √ √ 1 (Z² + ... + Z2²2) is called (Student's) t-distribution with k degrees of freedom. For X₂ := T₂² + 1, find the limit limn→[infinity] P(Xn ≤ x), x € R. Express it in terms of "standard functions" (like the trigonometric functions, gamma or beta functions, or the standard normal DF, or whatever). Hint: It is not hard. One may wish to use, at some point, the result of Thm [5.23] (c) (sl. 147). Or whatever.