T-SQL How to grant role to user with ADMIN/GRANT option in SQL Server 2008 After creating roles and granting privileges to them, I want to grant the privileges of a specified role to a user with grant option so that the user can grant privileges to others, how to do with it? 

EXEC sp_addrolemember 'db_owner', 'sabertazimi'


Doing like this can't make 'sabertazimi' to grant his privileges to others.
For the specific code you used in the question you cannot use WITH GRANT OPTION which is normally used to grant privilege so the the user can grant same to other users. 

For details and example see this:
https://docs.microsoft.com/en-us/sql/relational-databases/system-stored-procedures/sp-addrolemember-transact-sql


  Permissions 
  
  Adding members to flexible database roles requires one ofthe
  following:
  
  
  Membership in the db_securityadmin or db_owner fixed database role.
  Membership in the role that owns the role.
  ALTER ANY ROLE permission or ALTER permission on the role.
  
  Adding members to fixed database roles requires membership in the
  db_owner fixed database role.
  


For privileges using GRANT statement see these links:


https://blog.sqlauthority.com/2010/04/03/sql-server-difference-between-grant-and-with-grant/
http://sqlity.net/en/1884/grant-option-delegate-permission-management/
http://sqlity.net/en/1893/grant-using-grant-grant-option-roles/