X is a continuous r.v. Then Var[u(X)] =
a) (S from 0 to inf of f_X(x)dx)^2 - S from 0 to inf of (f_X(x)u(x))dx
b) (S from 0 to inf of f_X(x)dx)^2 - (S from 0 to inf of f_X(x)dx)^2
c) S from 0 to inf of (f_X(x)u(x)^2)dx - (S from 0 to inf of f_X(x)u(x)dx)^2
d) S from 0 to inf of f_X(x)dx - (S from 0 to inf of f_X(x)dx)^2
