it's (b) yes and I'd say "Have they visited Paris yet?"

Depending on context, a, b and c could all be correct. If you do not have a context, and it is just an isolated sentence, I would go for b.

(b) is correct English and is phrased naturally. I believe that (a) is perfectly correct English, and the word ordering is perfectly acceptable--but unusual. If it were a multiple-choice question on a test, I would pick (b) without hesitation.

it's (b) yes and I'd say "Have they visited Paris yet?"

I'm happy to help you work on it. :) I will tell you it's not "a". Which answer do you think might be correct?