Suppose $X\_n$ is a sequence of random variable, taking value from ($-\infty,\infty$). Show that for $n∈N$ and $\epsilon>0$, there exists $R>0$ such that $P(|X\_n|>R)<\epsilon$.

I mean, intuitively it is true since the value of $X\_n$ is finite. We can just let $R$ be large enough and then $P(|X\_n|>R)<\epsilon$.

But I do not know how to officially prove it. Anyone could help me on it?