If $X$ is a metric space and $B$ is the Borel $\sigma$-algebra and $\mu$ is a measure on $(X,B)$.Define support of $\mu$ as the smallest closed set $F$ such that $\mu(F^{c})=0$. Let $X=[0,1]$. Show that if $F$ is a closed subset of $X$, then there exists a finite measure on $X$ whose support is $F$.
I thought that the obviuos choice to construct such a measure is as follows : $$\mu(A)=m(A\cap F)$$.
Where m is the lebesgue measure on $[0,1]$. But this example doesn't seem to work.
Thanks in advance for any help.