a) Spain- definitely true, see Altamira. I don't know of any in Russia though...
b)France- the Famous Lascaux! I don't know of any in Turkey though
c) As we've seen both Spain and China had it- this is definitely the right option!
d) India had them- a lot, but China had them too, (Hua Mountain)- so this is a right option as well.
Quick research: Russia has them too (Kapova), but I think Turkey might have had some too (see the archeological sitein Gobekli Tepe.
So in the end, all the options seem good, but i'd go for c) if I had to choose (those are the most famous ones)