Exponential of an integral inequality true?

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enter image description hereI was wondering if the inequality is true. I tried expanding the exponential (on the left) so that I have a power series in the integral of I(C), which is an increasing function. I am not sure how to employ Cauchy-Schwarz or Chebyshev's sum inequality to get an upper bound. [![enter image description here][2]][2]

[1]: https://i.stack.imgur.com/vOE65.png
[2]: https://i.stack.imgur.com/mHMlQ.png