Convexity in oriented matroid theory: proof on closure operator?

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I would like to try to solve the following problems.

Problem from the Oriented Matroids book by Bjorner, Las Vergnas, Sturmfels, White, and Ziegler. It is problem 3.9 on page 152.

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Attempt

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Now quite sure what to do from there with part (a). If someone knows how to prove at least part (a), could you show me the proof? I am having a LOT of trouble understanding oriented matroid theory. Thank you very much. I will highly rate for your help.

How can you prove that $\text{conv} : 2^E\rightarrow 2^E$ is a closure operator?