Regular measure

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I need to prove that if $f \in L^1(\mathbb{R}^n)$, then: $$ \mu: \mathcal{L}_n \to \mathbb{\bar{R}} $$ $$ E \mapsto \int_{E} f(x) dx $$ is a regular sign measure. However, I can't verify that $\mu$ is regular. Could someone give me a hint?