You have one mistake which occurs when you integrate . The antiderivative of this is not in terms of . Instead, letting (or , if you want to bother with more signs) gives , making the indefinite integral equality
and then compute the definite integral from there.
Or, starting from the beginning, you could also have found it slightly more convenient to combine the substitutions in one fell swoop by letting . Then , and the integral becomes
Another way to do this is to notice that the integrand's denominator can be factorized.
So,
There are no discontinuities to worry about since you're integrate over , so you can proceed with integrating straightaway.
Just goes to show there's often more than one way to skin a cat...
(a) The probability that both bids are successful is given by the product of the probability of success of each bid:
(b) The probability that neither bid is successful is given by the product of the probability of failure of each bid:
(c) The probability that the firm is successful in at least one of the two bids is given by the sum of the probability of success of each bid subtracted by the probability that both bids are successful: