Captured variable in a loop in C#

I met an interesting issue about C#. I have code like below.

List<Func<int>> actions = new List<Func<int>>();

int variable = 0;
while (variable < 5)
{
    actions.Add(() => variable * 2);
    ++ variable;
}

foreach (var act in actions)
{
    Console.WriteLine(act.Invoke());
}

I expect it to output 0, 2, 4, 6, 8. However, it actually outputs five 10s.

It seems that it is due to all actions referring to one captured variable. As a result, when they get invoked, they all have same output.

Is there a way to work round this limit to have each action instance have its own captured variable?

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