 Solution

Suppose $I=A\cup B$, where $A$ and $B$ are disjoint closed sets with $-1\in A$ and $1\in B$. Since each is the complement of the other, both are also open in $I$. Define $f=-1$ on $A$ and $f=1$ on $B$. This locally constant function is continuous and contradicts part (c). Therefore $A\cap B\ne \varnothing$.