Question

If one of the functions of the capillaries is to supply body cells with oxygen and nutrients, you would expect the capillary walls to consist of

Answer 1

The answer to this question would be simple squamous epithelium. 
When you need to supply oxygen or nutrient, the thinner cell layer the faster it can move. In this case, simple squamous epithelium is better since it provides protection but can let the nutrient transported quickly.