If $F$ is a closed subset of $K$ and $K$ is compact, why is $F \cap K$ closed?
Progress
I just realized compact subsets of a metric space are closed.
If $F$ is a closed subset of $K$ and $K$ is compact, why is $F \cap K$ closed?
I just realized compact subsets of a metric space are closed.
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For completeness, it might be worth explaining why a compact subset of a metric space (or more generally, a Hausdorff space) is closed.
Suppose $X$ is a Hausdorff space and $K$ is a compact subset of $X$. Let $x \in X \setminus K$. Then for every $k \in K$, we can find a pair of disjoint open sets $U_k$ and $V_k$ such that $k \in U_k$ and $x \in V_k$. (We can do this because $X$ is Hausdorff.)
Now $\bigcup_{k \in K}U_k$ is an open cover of $K$, and $K$ is compact, so there is a finite subcover, say $U_{k_1}, \ldots, U_{k_n}$. Then $V_{k_1} \cap \cdots \cap V_{k_n}$ is an open set containing $x$ and disjoint from $K$. This shows that $X \setminus K$ is open, and therefore $K$ is closed.
Now, as suggested in the comments, the desired result follows from the fact that the intersection of two closed sets is closed.