Note: $x_n$ is a sequence which is not necessarily convergent.
The following was my attempt.
Since $\lim_{n\to \infty}a_n=a$ then $\limsup_{n\to \infty}a_n=a$ .
Also $\sup(a_nx_n)=\sup(a_n)\sup(x_n)$.
Therefore, $\limsup_{n\to \infty}a_nx_n=\limsup_{n\to \infty}a_n\limsup_{n\to \infty}x_n=a\limsup_{n\to \infty}x_n$.
I am not sure if this is correct. So could someone please show me how it is done. Thanks
For this $\lim\sup$ should not be $\infty$. Also I will assume $\lim$ and $\lim\sup$ are positive. I will do the lower bound and you should carry out the rest of the argument for the upper bound. By definition of limit and $\lim\sup$ given $\epsilon>0$ there exists $N$ such that for all $n>N$ $a_n>(1-\epsilon)a$ and for all $N$ there exists $m>N$ such that $x_m>(1-\epsilon)\lim \sup x_n$. Combining these you find $$a_mx_m>(1-\epsilon)^2 a\lim \sup x_n$$
We can always find arbitrarily large $m$ satisfying this hence $\lim\sup a_nx_n\geq (1-\epsilon)^2a \lim \sup x_n$. Now let $\epsilon\rightarrow 0$.