I was able to solve part a, but I don't know how to solve part b. Can someone please help me with it?

9) Let X be a random variable having finite expectation u and variance o2. Let g be a twice differentiable function. a) Show that Elg(X)] ~ g(u) + T Fo? Hint: Expand in a Taylor series about p. Use the first three terms and ignore the remainder. (1 point) b) Let X be a Poisson random variable with mean A. Show that if A is not too small, then Var(VX) ~ 0.25 Hint: Use the result from part a) to approximate E[v/X]. (1.5 points)