Answer
See below
Work Step by Step
Obtain: $f * (g+h)=\int^t_0f(t-\xi )g(\xi)d\xi\\
=-\int^0_t f(t-\omega)[d (\omega) +h (\omega)]d\omega\\
=\int^t_0 f(t-\omega) g(\omega) d \omega+\int^t_0 f(t-\omega)h(\omega) d \omega \\
=f*g+f *h $
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