The exercise is stated as follows:
Suppose that $\{K_i:i\in\mathbb{N}_{0}\}$ is a collection of nonempty bounded and closed subsets of $\mathbb{R}^n$ such that $K_{i+1}\subset K_i$, for $i\in \mathbb{N}_{0}$. Is $\bigcap\{K_i:i\in\mathbb{N}_{0}\}$ necessarily nonempty?
My answer would be "yes" based on the compactness of the considered subsets. Yet, something is nagging me by the way the problem is formulated, suggesting that there could be a counterexample, which I could not find.
I would be grateful if someone could confirm or refute the "yes",