(A) Given $F(x) = \begin{bmatrix} \cos x & -\sin x & 0 \\ \sin x & \cos x & 0 \\ 0 & 0 & 1 \end{bmatrix}$ and $F(y) = \begin{bmatrix} \cos y & -\sin y & 0 \\ \sin y & \cos y & 0 \\ 0 & 0 & 1 \end{bmatrix}$.
$L.H.S = F(x) F(y) = \begin{bmatrix} \cos x & -\sin x & 0 \\ \sin x & \cos x & 0 \\ 0 & 0 & 1 \end{bmatrix} \begin{bmatrix} \cos y & -\sin y & 0 \\ \sin y & \cos y & 0 \\ 0 & 0 & 1 \end{bmatrix}$
Performing matrix multiplication:
$= \begin{bmatrix} \cos x \cos y - \sin x \sin y & -\cos x \sin y - \sin x \cos y & 0 \\ \sin x \cos y + \cos x \sin y & -\sin x \sin y + \cos x \cos y & 0 \\ 0 & 0 & 1 \end{bmatrix}$
Using trigonometric identities:
$\cos(A+B) = \cos A \cos B - \sin A \sin B$
$\sin(A+B) = \sin A \cos B + \cos A \sin B$
$= \begin{bmatrix} \cos(x+y) & -\sin(x+y) & 0 \\ \sin(x+y) & \cos(x+y) & 0 \\ 0 & 0 & 1 \end{bmatrix}$
$= F(x+y) = R.H.S$
Hence,$F(x) F(y) = F(x+y)$.