Step 1 : Concept:
This question tests contour integration via Cauchy's Integral Formula, topological properties of complex domains (simply connected sets), power series expansions, and basic continuity of analytic functions.
Step 2 : Key Formulas and Approach:
1. Cauchy's Integral Formula: If $g(z)$ is analytic inside and on a simple closed contour $C$, and $z_0$ lies inside $C$:
\[
\int_C \frac{g(z)}{z - z_0} dz = 2\pi i \, g(z_0)
\]
2. Geometric series: $\frac{1}{1 - z} = \sum_{n=0}^\infty z^n$ for $|z| < 1$, and $\frac{1}{1 + z} = \sum_{n=0}^\infty (-1)^n z^n$.
3. A domain $D$ is simply connected if every simple closed curve in $D$ encloses only points in $D$ (i.e., it has no "holes").
Step 3 : Step-by-step Explanation:
• Statement A:
Let $g(z) = e^{iz}$, which is entire. The pole is at $z_0 = 0$, which lies inside the unit circle $C$.
By Cauchy's Integral Formula:
\[
\int_C \frac{e^{iz}}{z} dz = 2\pi i \, g(0) = 2\pi i \, e^{0} = 2\pi i
\]
Hence, Statement A is correct.
• Statement B:
The set $\{z \mid 1 < |z| < 2\}$ represents an annulus (ring-shaped region), which contains a hole centered at $z = 0$. Hence, it is multiply connected, not simply connected. Statement B is incorrect.
• Statement C:
For $|z| < 1$, $\frac{1}{1+z} = \sum_{n=0}^{\infty} (-1)^n z^n = 1 - z + z^2 - z^3 + \dots$.
The expression $\sum_{n=0}^\infty z^n$ represents $\frac{1}{1-z}$, not $\frac{1}{1+z}$. Statement C is incorrect.
• Statement D:
The open unit disk $\{z \mid |z| < 1\}$ is a convex set with no holes. Any closed loop can be continuously shrunk to a point. Thus, it is simply connected. Statement D is correct.
• Statement E:
Analyticity at $z_0$ implies differentiability in a neighborhood of $z_0$. Since differentiability implies continuity, $f$ must be continuous at $z_0$. Statement E is correct.
Step 4 : Final Answer:
Statements A, D, and E are correct. Therefore, option (B) is the correct answer.