Convergence in probability and probabilistic Big-O relation

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Let $\{X_n\}$ be a sequence of random variables such that $X_n \overset{p}{\rightarrow} a$ where $a \in \mathbb{R}$, then is it true that $X_n = a+O_p(|X_n - a|)$? If true, could anyone show me how to prove it?