Hey liedora.

Remember that something is biased if E[theta_hat - theta] = 0 where theta_hat is your estimator for theta (which is a distribution) and theta is the parameter you are estimating (which is a constant).

Now E[theta] = theta (since theta is a constant), and you need to show that E[theta_hat] = theta for unbiased-ness and if this is not the case, you need to show that if you introduce some correction where theta_hat* = f(theta_hat) then E[theta_hat*] = theta.

So since the MLE you have calculated is x^2, what is E[x^2]?