differentiation expectation function

Question

$L=E[-bx_t+y_t]^2$ set $\frac {dL}{dx}=0$, then $x_t=E(u)/a=0$

Any help with differentiation of expectation squared, would be great, I have tried using the chain rule, but my answer is incorrect. The $\frac {dL}{dx}$ should both be delta symbols.