Suppose $\{a_n\}$ is a sequence of real numbers that converges to $0$ but whose series diverges. Show that for amy real number $r$ there is a sequence $\sigma_n$, consisting of $1$ and $-1$'s, such that $$\sum_n \sigma_n a_n = r$$.
I am confused about how to show this. Considering the partial sums, we can construct a sequence of partial sums such that the sum of first few terms (by making all of them positive) go just above $r$, and make the 'second' frw terms all negative so that the partial sums up to that point goes just below $r$, and continue the process. But I wasn't sure how to make this mathematically rigorous.