 Solution

To say that $f$ is twice differentiable at $a$ means that $f^{\prime }$ is defined in a neighbourhood of $a$ and is differentiable at $a$; its derivative is $f^{\prime \prime }(a)$.

By the chain rule, near $a$,Since $f$ is differentiable and $g^{\prime }$ is differentiable at $f(a)$, another use of the chain rule shows that $g^{\prime }\circ f$ is differentiable at $a$. The product rule then proves that the displayed product is differentiable. Hence $g\circ f$ is twice differentiable, with the second derivative chain rule