Bruce J. answered 12/19/19
Caltech/Johns Hopkins Grad with 15+ years of tutoring experience
Let us examine all three statements.
(I): I don't think this holds. Consider this function on the interval [0,2]:
f(x) = x, x ∈ [0,1),
f(x) = 2 - x, x ∈ [1,2]
Clearly f has a local maximum at x = 1, but f'(1) does not exist (why?)
(II) True. A fundamental theorem in calculus gives us this, but an intuitive proof exists by simply drawing out the situation in graphical form (remember that differentiability implies continuity).
(III) Not true. Just because f'(c) exists does not imply that f''(c) does, much less so ensuring it attains a specific value.
Therefore only (II) holds.