I'm doing some self-study and I'm stuck on a problem involving inverse/projective limits. Although this is NOT a homework problem, I'd really appreciate some hints rather than a completely worked out solution.
The problem is from Dummit & Foote:

I'm having a rather difficult time figuring out how to prove part (b).
I think I need to establish that for every $a_{i}\in A_{i}$, there exists some
$$\alpha=(\,\alpha_{1},\alpha_{2},\ldots,\alpha_{j},\ldots)\in\prod_{i\in I}A_{i}$$
such that $\alpha\in P$ and $\mu_{i}(\alpha)=a_{i}$. I'm just not really sure how to do that.