Define the function $\nu: \mathcal M \to [0,\infty]$ by $\nu(A)=\infty$ if $0$ is in the closure of $A$ and $\nu(A) = 0$ otherwise. Prove that $\nu$ is finitely additive but not countably additive.
$\mathcal M$ is the set of Lebesgue measurable subsets of $\mathbb R$.
Any hints on how to show this?
Hint: consider a sequence of measurable sets $A_n$ such that $0 \notin \overline{A_n}$ for any $n$ but such that $0 \in \dots$