What rules should I be looking to start this problem off?

Note:I'm not asking you to solve this for me, I just need to know where to start on this.You can get full credit for this problem by just answering the last question correctly. The initial questions are meant as hints towards the final answer and also allow you the opportunity to get partial credit. The integral

MUST be evaluated by breaking it up into a sum of three integrals:

where

Thus

Note:You can earn full credit by answering just the last part.