I am trying to prove or disprove the following statement:
If $\mu$ is a Borel measure on $\mathbb{R}$ and $A$ is a Borel set such that $\mu(A \cap K) = 0$ for all compact sets $K$, then $\mu(A) = 0$.
I am looking for intuition behind the statement, since I am still trying to understand the Borel sigma-algebra.