Past exam of the options II course of the University of Oxford / 2010 / E / E4 / c / i / Solution

Yes. A Cauchy sequence in the supremum norm converges in the given complete space $B([0,1])$ to a bounded function $f$. Supremum-norm convergence is uniform convergence. The uniform limit of continuous functions is continuous: for a point $x_0$ and tolerance $ϵ$, choose a continuous $f_n$ within $ϵ/3$ of $f$ uniformly, then use its continuity at $x_0$ and the triangle inequality. Hence $f\in C([0,1])$. Thus $C([0,1])$ is a closed, complete subspace of $B([0,1])$.