Theorem: Closed subsets of compact sets are compact.
Proof: Suppose $F \subset K \subset X$, $F$ is closed (relative to $X$), and $K$ is compact.
Question: Why is Rudin taking $F$ to be closed relative to $X$ and not relative to $K$? Are we not looking at closed subsets of compact sets? We only know that $K$ is compact, not $X$.