SOLUTION —
$\begin{array}{l}\text {} \therefore \quad \int_0^p \frac{d x}{1+4 x^2}=\frac{1}{4} \int_0^p \frac{d x}{\frac{1}{4}+x^2} \\=\frac{1}{4} \times \frac{1}{\frac{1}{2}}\left[\tan ^{-1}\left(\frac{x}{1 / 2}\right)\right]_0^p \\\Rightarrow \quad \frac{1}{2}\left[\tan ^{-1} 2 p\right]=\frac{\pi}{8} \\\therefore \quad \tan ^{-1} 2 p=\frac{\pi}{4} \Rightarrow 2 p=1 \Rightarrow p=\frac{1}{2} \\\end{array}$
So, The correct option of this question will be (D).