[step:Show $\sigma(\text{open rays}) = \mathcal{B}(\mathbb{R})$]Let $\mathcal{R}^+ := \{(a, \infty) : a \in \mathbb{R}\}$. Each $(a,\infty)$ is open, so $\sigma(\mathcal{R}^+) \subset \mathcal{B}(\mathbb{R})$.
Conversely, $(a,b) = (a, \infty) \cap (-\infty, b) = (a,\infty) \cap (b, \infty)^c$. Since $(b, \infty) \in \sigma(\mathcal{R}^+)$ and $\sigma$-algebras are closed under complements, $(b, \infty)^c = (-\infty, b] \in \sigma(\mathcal{R}^+)$. Also $(a, \infty) \in \sigma(\mathcal{R}^+)$. We need $(-\infty, b)$, not $(-\infty, b]$. Write
\begin{align*}
(-\infty, b) = \bigcup_{k=1}^\infty (-\infty, b - 1/k] = \bigcup_{k=1}^\infty (b - 1/k, \infty)^c.
\end{align*}
Each $(b - 1/k, \infty)^c \in \sigma(\mathcal{R}^+)$, so $(-\infty, b) \in \sigma(\mathcal{R}^+)$. Therefore $(a,b) = (a, \infty) \cap (-\infty, b) \in \sigma(\mathcal{R}^+)$, giving $\mathcal{I} \subset \sigma(\mathcal{R}^+)$, and $\mathcal{B}(\mathbb{R}) = \sigma(\mathcal{I}) \subset \sigma(\mathcal{R}^+)$.
By the same method, $\sigma(\{(-\infty, a) : a \in \mathbb{R}\}) = \mathcal{B}(\mathbb{R})$: since $(-\infty, a)$ is open, $\sigma$-inclusion in $\mathcal{B}(\mathbb{R})$ is immediate. For the reverse, $(a, \infty) = (-\infty, a)^c \in \sigma(\{(-\infty, a)\})$, so $\sigma(\mathcal{R}^+) \subset \sigma(\{(-\infty, a)\})$, and $\mathcal{B}(\mathbb{R}) = \sigma(\mathcal{R}^+) \subset \sigma(\{(-\infty, a)\})$.[/step]