Let $n \in \mathbb{N}$ and let $P_n \in \mathbb{R}[X]$ be such that, for all $\theta \in \mathbb{R}$, $\sin((2n+1)\theta) = \sin(\theta) P_n\left(\sin^2(\theta)\right)$.
Determine the roots of $P_n$ and deduce that, for all $x \in \mathbb{R}$,
$$P_n(x) = (2n+1) \prod_{k=1}^{n}\left(1 - \frac{x}{\sin^2\left(\frac{k\pi}{2n+1}\right)}\right).$$