This exercise is a direct proof of the Law of Large for the Bernoulli case.
Let $\xi_1,\cdots,\xi_n$ be i.i.d. r.v. with $P(\xi_k=1)=p=1-q=1-P(\xi_k=0)$.
Prove that $P\left\{\left|\frac{\xi_1+\cdots+\xi_n}{n}-p\right|\geq\epsilon\right\}\leq2\exp\left\{-\frac{n\epsilon^2}{2pq+\frac{\epsilon}{2pq}}\right\}$
RHS looks too strange. I don't know what it means.
