Union of closed sets in a metric space

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There is an exercise that asks to show that:

If a countable union of closed sets has nonempty interior in a complete metric space, then at least one set of the union has nonempty interior.

Is this result valid? Doesn't the complete metric space that should be the countable union itself?

How could I prove it?

So far, I have the Baire theorem in hand:

Let $(E,d)$ be a complete metric space. Then every intersection of countably many dense open sets is dense.

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Call the sets be $A_n$ and suppose they all have empty interior while the union does not. Then the complement of each, $A_n^c$, is dense. So by the Baire theorem, $\cap_nA_n^c$ is dense. But $\cap_nA_n^c=(\cup A_n)^c$, implying $\cup A_n$ has empty interior, a contradiction.

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We argue by contraction. We assume that all the closed set , say $F_n$, have no interior. Then we know $(F_n)^c$ is dense and open, hence by Baire category theorem, we get $\bigcap\limits_{n=1}^\infty (F_n)^c$ is dense, that is $\bigcup\limits_{n=1}^\infty F_n$ has empty interior, it’s a contraction.