(b) Consider now the case where ρ₁, ρ₂ are possibly mixed, and show that
(1/2)||ρ₁-ρ₂||₁ ≤ √(1-F²(ρ₁, ρ₂)).
To establish this, you will have to use the fact that trace-norm is contractive under partial trace i.e. if ρ₁', ρ₂' are density matrices over a space Hₛ⊗Hₑ larger than the original space Hₛ such that ρᵢ = Trₑ(ρᵢ'), then
||ρ₁-ρ₂||₁ ≤ ||ρ₁'-ρ₂'||₁.
Use the definition of F(ρ₁, ρ₂) in terms of purifications of ρ₁, ρ₂ together with your result from (a) and contractivity of trace-norm.