This question originates from Pinter's Abstract Algebra, Chapter 27, Exercise F2.
Let $F$ be a finite field. If $a, b \in F$, let $p(x) = x^2-a$ and $q(x) = x^2 - b$ be irreducible in $F[x]$, and let $\sqrt{a}$ and $\sqrt{b}$ denote roots of $p(x)$ and $q(x)$ in an extension of $F$. Explain why $a/b$ is a square, say $a/b = c^2$ for some $c \in F$. Prove that $\sqrt{b}$ is a root of $p(cx)$.
Let $F(\sqrt{a},\sqrt{b})$ be the smallest field containing $F$, $\sqrt{a}$ and $\sqrt{b}$, and let $F(\sqrt{a},\sqrt{b})^*$ be the multiplicative group of nonzero elements of $F(\sqrt{a},\sqrt{b})$.
- Let $c=\sqrt{a}/\sqrt{b}\in F(\sqrt{a},\sqrt{b})^*$, so $c^2=a/b$. This shows $a/b$ is a square.
- $c=\sqrt{a}/\sqrt{b}\implies \sqrt{a} = c\sqrt{b} \implies p(c\sqrt{b}) = p(\sqrt{a}) = 0$. Hence $\sqrt{b}$ is a root of $p(cx)$.
Correct?
1 is not correct. You need to show $c\in F$ as pointed out by Brian in the comment. For 2, we don't know $c=\sqrt{a}/\sqrt{b}$. You can plug in $\sqrt{b}$ directly: $p(c\sqrt{b})=(c\sqrt{b})^{2}-a=c^{2}b-a=0$. So $\sqrt{b}$ is a root of $p(cx)$.
Edit: For (1), I looked at the book you mentioned. It has this paragraph before this question.
The above paragraph seems to assume $ch(F)\neq 2$. So let's show $ch(F)\neq 2$.
Proof. Let $f:F^{*}\to F^{*}$ be $f(x)=x^{2}$. Then $f$ is a group homomorphism. Let $x\in \ker(f)$. Then $1=f(x)=x^{2}$. So $x=1$. $f$ is injective. Hence $f$ is bijective. So every element of $F^{*}$ is a square.
Here $a$ and $b$ are nonsquares because otherwise suppose $a=d^{2}$ for some $d\in F$. Then $p(x)=x^{2}-d^{2}$ would be reducible in $F[x]$. Therefore, $ch(F)\neq 2$. So by the above result, $a/b$ is a square.