Explanation for the correct answer.
Evaluate the given integral.
An integral is given.
Rewrite the given integral as follows:
Now, assume that,
Differentiate both sides with respect to .
Write the integral in terms of by substituting .
Again, Assume that .
Differentiate both sides with respect to .
Write the integral in terms of by substituting .
Substitute back .
Substitute back .
Therefore, after evaluating the given integral we get .
Hence, option is the correct answer.