Let $\alpha \in (0,1)$, $M>0$ and $f:\mathbb{R} \to \mathbb{R}$ such that $$|f(x)-f(y)| \leq M|x-y|^{\alpha}, \: \forall x,y \in \mathbb{R}$$
a) Prove that there is $p \in (0,\infty)$ such that $f([-p,p])\subset [-p,p]$
b) Prove that there are $m,n \in \mathbb{R}$ such that $f(m)f(n)+mn=0$
Obviously, $f$ is continuous from the inequality given. I tried a proof by contradiction: suppose that $\forall p>0$, there is $x_p \in [-p,p]$ such that $|f(x_p)|>p$. Then, I tried to make $p$ go to $0$ and obtain some sort of chain inequalities that contradict the one given in the statement, but I didn't succeed. The fact that $\alpha$ is in $(0,1)$ really gives me a hard time.
Edit: I think I found a solution for b)
If there is a $m \in \mathbb{R}$ such that $f(m)=0$, then take $n=0$ and the conclusion follows.
Suppose now that there is no $x$ such that $f(x)=0$, i.e. $f$ maintains a constant sign on $\mathbb{R}$. Without loss of generality, let $f(x)>0$
Let's assume that $f(x)>x, \forall x>0$. Then, going back to the inequality in the statement with $y=0$ we get $$Mx^{\alpha}=M|x|^{\alpha} \geq |f(x)-f(0)| \geq |f(x)|-|f(0)|=f(x)-f(0)>x-f(0)$$
Taking limits here as $x \to \infty$ yields $0 \geq \infty$, because $\alpha<1$, which is impossible. Thus, there must be a $n>0$ such that $f(n) \leq n$
Now consider $p>0$ from a). Hence we know that $ f(p) \geq -p$ and $f(-p) \leq p$. Define the continuous function $g:[-p,p]\to \mathbb{R}$ with $g(x)=f(x)f(n)+xn$. Then $$g(-p)=f(-p)f(n)-pn \leq p(f(n)-n) \leq 0$$ and $$g(p)=f(p)f(n)+pn \geq p(n-f(n))\geq 0$$ Now we can conclude that there must be $m \in [-p,p]$ such that $g(m)=0$ which means that $$f(m)f(n)+mn=0$$
Continuing from your work, we have the chain of inequalities $$p-|f(0)| < |f(x_p)| - |f(0)| \le |f(x_p) - f(0)| \le M p^\alpha,$$ which leads to a contradiction when taking $p \to \infty$.