  We prove that the group G=Hom(P,Z) of all homomorphisms from the Baer-Specker
group P to the group Z of integer numbers endowed with the topology of
pointwise convergence contains no infinite compact subsets. We deduce from this
fact that the second Pontryagin dual of G is discrete. As G is non-discrete, it
is not reflexive. Since G can be viewed as a closed subgroup of the Tychonoff
product of continuum many copies of the integers Z, this provides an example of
a group described in the title, thereby answering Problem 11 from [J.Galindo,
L.Recorder-N\'{u}\~{n}ez, M.Tkachenko, Reflexivity of prodiscrete topological
groups, J. Math. Anal. Appl. 384 (2011), 320--330.] It follows that an inverse
limit of finitely generated (torsion-)free discrete abelian groups need not be
reflexive.
