please solve part 4 and 5 ONLY and orovide clear screenshot of solution providing all necessary explanation

Please provide a short explanation along with your answers. 1. True or False: The CAPM implies that stocks with the same expected return have the same market beta and standard deviation, 2. According to the CAPM, beta is the right measure of risk for all assets? for some assets? for no asset? a 3. Suppose an asset has a negative alpha (ie, it is below the security market line). Is this asset under or over-valued? Should you invest all your wealth in this asset if you are a mean-variance investor? 4. Define the notions of strong, semi-stong, and weak form eflicient markets. Give a few arguments in favor or against each form. That is run a separate OLS regression for each stock return onto the Rx-Rreturn In other words, consider that you luve sb assets to invest in 5. Describe the Fama French 3-factor model is the empirical evidence of the Fama French three-factor model inconsistent with the CAPM? Is it inconsistent with the APT? Is it inconsistent with efficient markets