Cauchy sequence - trick question?

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The question is the following:

Show that if a subsequence $\{x_{n_k} \}$ of a Cauchy sequence $\{ x_n\}$ is convergent, then $\{x_n\}$ is convergent.

I thought that all Cauchy sequences are convergent. At least in $\mathbb{R}$?

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One way of proving that every Cauchy sequence (in $\mathbb R$) converges is to follow these steps:

1) Prove every Cauchy sequence is bounded

2) Use Bolzano-Weierstrass to prove every Cauchy sequence thus has a convergent subsequence

3) Prove that if a Cauchy sequence has at least one convergent subsequence, then the full sequence converges to the same limit.

You're just being asked to prove the last step.