Why does holding something up cost energy while no work is being done?

I read the definition of work as $$W ~=~ \vec{F} \cdot \vec{d}$$ $$\text{ Work = (Force) $\cdot$ (Distance)}.$$ If a book is there on the table, no work is done as no distance is covered. If I hold up a book in my hand and my arm is stretched, if no work is being done, where is my energy going?