We don't technically have this feature implemented in our survey product but we do have a workaround that may work with what you're looking to do!
When creating the questions within your survey, you will find options to add questions, some explanatory text between questions or a page break. Using the page break option and then text will let you provide the correct answer to the previous question (as they won't see this until they hit continue) and explain why that choice was correct. From here they can move on to the next question. The product may not directly say they were right or grade them, but will at least provide the correct answers.
Here is a sample survey I created while editing. You will see I have my first question, after that I hit the Page Break button and then the Text button to include what the answer should be!
Here is what this looks like in preview:
Once I type in an answer and hit Continue, I am brought to this page:
I hope this workaround helps! You can find some additional info in our Create a Survey FAQ as well.
Let us know if you have any other questions about this process!