Solution.
Write P(z)=c∏j=1n(z−aj), where aj are the roots of P. Then
P′(z)=j=1∑nz−ajP(z)⟹P(z)P′(z)=j=1∑nz−aj1.
Let z0 be a root of P′. If z0 is a root of P also, then clearly z0 is in the same half-plane as the roots of P. Otherwise, we have 0=∑j=1nz0−aj1. Taking real and imaginary parts, we see
0=j=1∑n∣z0−aj∣2Rez0−Reajand0=j=1∑n∣z0−aj∣2−Imz0+Imaj.
Let α=∑j=1n∣z0−aj∣21, and so rearranging yields
Rez0=α1j=1∑n∣z0−aj∣2ReajandImz0=α1j=1∑n∣z0−aj∣2Imajz0=α1j=1∑n∣z0−aj∣2aj.
But observe that by definition, α1∑j=1n∣z0−aj∣21=1, i.e., z0 is a convex combination of the roots of P. Thus, z0 lies in the convex hull of the roots of P, and because {Rez<σ} is convex, it follows that z0 lies in the same half-plane.