(a) For real numbers a and b, consider the integral
$I(a, b) = \int_0^\infty \frac{e^{-at} - e^{-bt}}{t} dt$.
(i) Show that $I(a, b)$ converges for every $a, b > 0$.
(ii) Using differentiation under the integral sign, determine $I(a, b)$ for all positive $a$ and $b$.
Justify your manipulation carefully.