This is what I think Penrose wants you to do:
Taylor's expansion for

about the point

is:

Also Cauchy's formula in the origin shifted form is:

Show that
is indeed given by:

I am about to substitute the Taylor series for f(z) given above into the contour integral
without worrying about the rigorous justification, which is what Penrose suggests you do in the exercise:

and now a further step
without rigorous justification
and then expanding the summation


Using the result of exercise 7.1 that

when

is an integer other than

we can see that the above simplifies to

since

see RTR book section 7.2

which was to be shown.