Step 1: Understanding the Concept
A complex number $z = x+iy$ is purely imaginary if its real part is zero ($x=0$) and its imaginary part is non-zero ($y \neq 0$).
Step 2: Key Formula or Approach
To find the real part of the given complex number, we first need to write it in the standard form $x+iy$. This is done by multiplying the numerator and denominator by the conjugate of the denominator.
Step 3: Detailed Explanation
Let $z = \frac{1-i\cos\theta}{1+2i\sin\theta}$.
Multiply the numerator and denominator by the conjugate of the denominator, which is $1-2i\sin\theta$.
\[ z = \frac{1-i\cos\theta}{1+2i\sin\theta} \times \frac{1-2i\sin\theta}{1-2i\sin\theta} \]
The denominator becomes:
\[ (1+2i\sin\theta)(1-2i\sin\theta) = 1^2 - (2i\sin\theta)^2 = 1 - 4i^2\sin^2\theta = 1 + 4\sin^2\theta \]
The numerator becomes:
\[ (1-i\cos\theta)(1-2i\sin\theta) = 1 - 2i\sin\theta - i\cos\theta + 2i^2\cos\theta\sin\theta \]
\[ = 1 - i(2\sin\theta+\cos\theta) - 2\sin\theta\cos\theta \]
\[ = (1 - 2\sin\theta\cos\theta) - i(2\sin\theta+\cos\theta) \]
So, the complex number is:
\[ z = \frac{(1 - 2\sin\theta\cos\theta) - i(2\sin\theta+\cos\theta)}{1 + 4\sin^2\theta} \]
\[ z = \frac{1 - \sin(2\theta)}{1 + 4\sin^2\theta} - i \frac{2\sin\theta+\cos\theta}{1 + 4\sin^2\theta} \]
For $z$ to be purely imaginary, its real part must be zero.
\[ \text{Re}(z) = \frac{1 - \sin(2\theta)}{1 + 4\sin^2\theta} = 0 \]
Since $1+4\sin^2\theta$ is always positive (it's between 1 and 5), the numerator must be zero.
\[ 1 - \sin(2\theta) = 0 \implies \sin(2\theta) = 1 \]
The general solution for $\sin(x)=1$ is $x = 2k\pi + \frac{\pi}{2}$, where $k \in \mathbb{Z}$.
So, $2\theta = 2k\pi + \frac{\pi}{2}$.
\[ \theta = k\pi + \frac{\pi}{4}, \quad k \in \mathbb{Z} \]
We must also ensure the imaginary part is non-zero. For $\theta = k\pi + \pi/4$, $\sin\theta$ and $\cos\theta$ are $\pm 1/\sqrt{2}$. The imaginary part's numerator is $-(2\sin\theta+\cos\theta)$ which is never zero for these values.
The solution set is $\{ k\pi + \frac{\pi}{4} \mid k \in \mathbb{Z} \}$.
Let's check the options. The provided correct option is (B). Let's see if it is equivalent to our solution.
Let's test option (B): $\theta = \frac{n\pi}{2} + (-1)^n \frac{\pi}{4}$.
If $n$ is even, let $n=2k$: $\theta = \frac{2k\pi}{2} + (-1)^{2k}\frac{\pi}{4} = k\pi + \frac{\pi}{4}$.
If $n$ is odd, let $n=2k+1$: $\theta = \frac{(2k+1)\pi}{2} + (-1)^{2k+1}\frac{\pi}{4} = k\pi + \frac{\pi}{2} - \frac{\pi}{4} = k\pi + \frac{\pi}{4}$.
In both cases, we get $\theta = k\pi + \frac{\pi}{4}$. So option (B) is an equivalent representation of the solution set.
Step 4: Final Answer
The set of all values of $\theta$ is given by $\theta = k\pi + \frac{\pi}{4}$ for any integer $k$. This is represented by the expression in option (B).