Convergence of a Power of Tangent Integral

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What is the set of all values of $p$ for which the improper integral $\displaystyle\int_0^{\pi/2} \tan^p x \, dx$ converges?

$\displaystyle -1 < p < 1$

$\displaystyle p > -1$

$\displaystyle p > 1$

$\displaystyle p < 1$

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