So this is the problem:
Let $A= \begin{bmatrix} 0 & 1 & 0 \\ 0 & 0 &-1 \\ 0 & 0 & 0 \\ \end{bmatrix}$ and $B= \begin{bmatrix} 0 & 0 & 0 \\ 1 & 0 & 0 \\ 0 & 1 & 0 \\ \end{bmatrix} $
(a) Show that $A^3=B^3=C^3=0$, where $C=\lambda A+\alpha B$, $\lambda,\alpha\in\mathbb R$.
(b) Does there exist an integer $k$ such that $(AB)^k=0$?
I know that $A^3$ and $B^3$ equal zero. That I already confirmed. But how does $C^3$ equal to zero? Also shedding light on b) would be appreciated.

$$C = \begin{bmatrix} 0&\lambda&0 \\\alpha&0&-\lambda \\0&\alpha&0 \end{bmatrix}$$
It's easy enough to prove that $C^3 = 0$ by solving it, as long as you don't mind dirtying your hands a little.
As for b), there's none, since $AB$ is a diagonal (nonzero) matrix.
Other than that, you can verify by doing the math that $(AB)^2 = D\ne 0$ and $(AB)^3 = AB$, therefore $(AB)^k$ is always $D$ if $k$ is even, and $AB$ if $k$ is odd.