The sampling rate that you are using is 100 samples per second, whereas the carrier frequency of the message signal is 5,000 hertz. According to the Nyquist Sampling Theorem, you need a sampling rate that is at leat twice the highest frequency that you want to represent. So, in this example, you need a sampling rate of at least 10,000 samples per second.
Let's try 800,000 samples per second, and see if it helps:
Fs = 800e3;
dt = 1/Fs;
t = (0:dt:0.002-dt)';
Fm = 5000;
y = cos(2*pi*Fm*t);
figure;
plot(t,y);
