Integral of product of two functions in terms of the integral of the other function Problem:

Let $f$ and $g$ be two continuous functions on $[ a,b ]$ and assume $g$ is positive. Prove that $$\int_{a}^{b}f(x)g(x)dx=f(\xi )\int_{a}^{b}g(x)dx$$ for some $\xi$ in $[ a,b ]$.

Here is my solution:
Since $f(x)$ and $g(x)$ are continuous, then $f(x) g(x)$ is continuous. Using the Mean value theorem, there exists a $\xi$ in $[ a,b ]$ such that  $\int_{a}^{b}f(x)g(x)dx= f(\xi)g(\xi) (b-a) $ and using the Mean value theorem again, we can get $g(\xi) (b-a)=\int_{a}^{b}g(x)dx$ which yields the required equality. 
Is my proof correct? If not, please let me know how to correct it.

The integrals on both sides of the problem are well defined since $f$ and $g$ are continuous, and $g$ is positive so $ \displaystyle \int^b_a g(x) dx > 0.$ Thus there exists some constant $K$ such that $$ \int^b_a f(x) g(x) dx = K\int^b_a g(x) dx . $$
If $\displaystyle  K > \max_{x\in [a,b]} f(x) $ then the left side is smaller than the right. 
If $\displaystyle  K < \min_{x\in [a,b]} f(x) $ then the left side is larger than the right.
Thus $ K \in f( [a,b] ).$  
