Let $f$ be a continuous function on $\mathbb{R}$. Define
$\mathcal{A}=\left \{ E\subseteq \mathbb{R} : f^{-1}(E)\in \mathcal{B}(\mathbb{R})\right \}$.
I want to show that $\mathcal{A}$ is a $\sigma$-algebra.
I think I'm just being silly, but this exercise almost seems trivial to me. I mean since $f$ is continuous, then for every open $E\subseteq \mathbb{R}$ we know that $f^{-1}(E)$ is open in $\mathbb{R}$. Then wouldn't $\emptyset, E^c \in \mathcal{A}$ if $E\in \mathcal{A}$, and that $\mathcal{A}$ is closed under countable unions automatically follow? What am I missing here?