Suppose $G$ is a linear Lie group (i.e. $G$ admits a finite dimensional faithful representation) and $G$ has finitely many connected components. Let $G_0$ be the identity component of $G$. If $N$ is a normal subgroup of $G_0$, is $N$ necessarily normal in $G$?
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No. Take $H$ to be a connected group, and $G=(\prod _{i=1}^n H)\rtimes S_n$. Where $S_n$ acts by permuting the factors. Then $G^0=\prod _{i1}^n H$, and each of the factors $H$ is a normal subgroup in $G^0$ which is not normal in $G$. 

