3. (20 points.) Consider the integral
I(a) = ∫(1-2a cosθ + a^2)^(-1/2) dθ, where a is complex.
(a) Substitute z = e^(iθ), such that 2cosθ = z + z^(-1).
(b) Express the integral as a contour integral along the unit circle going counter-clockwise. Locate the poles.
(c) Evaluate the residues and show that if |a| < 1, I(a) = π/(√(1-a^2)). If |a| > 1, I(a) = 0.
(d) Plot I(a) for real values of a. Plot the real and imaginary parts of I(a) for complex a. Argue that I(1) is divergent.