Closed Sets VS. Complete Sets

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Let $(X,d)$ be a metric space. If $K⊆X$, and $K$ is a closed set. Does that mean any Cauchy sequence in $K$ converges in $K$?

If no, could someone give an example?

If yes, then what is the difference between complete sets and closed sets?

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The rationals are closed in the rationals, but obviously not complete. For strict inclusion, take $\mathbb{Q} \cap [0,1]$ in $\mathbb{Q}$. Also not complete, but closed.

Incidentally, complete implies closed. Just look at limit points and sequences.