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Ref. request: Additive probability measure on $\mathcal P({\bf N})$ supplies subset of $\mathbf R$ without Baire property

ZFC proves, among the other things, the existence of a (finitely) additive probability measure $\theta: \mathcal P(\mathbf N) \to \mathbf R$ on the power set of $\mathbf N$ such that $\theta(X) = 0$ ...