By the definition of convexity we have that for all a and b the function g(x) satisfies the inequality g((a+b)/2)<=g(a)/2+g(b)/2. For b=0 we obtain that g(a/2)<=g(a)/2 since g(0)=0. Now it we set a/2=x we arrive at g(x)<=g(2x)/2 which proves the claim.
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