Please, give-me a hint to solve this problem:
Show that if $f:[c,d] \rightarrow \mathbb {R}$ is continuous and $g:[a,b] \rightarrow [c,d]$ is Riemann integrable, then $f\circ g$ is also integrable.
If $f\circ g$ were continuous, it would be integrable, but $g$ is said to be only integrable, then it is not possible to conclude that $f\circ g$ is continuous. So, there must be another way.