it says to answer 3 parts in this question. so A,B and C please

1. Answer three parts of the following question. Your answer for each part should be no longer than two pages long A. Compare and contrast the capital asset and arbitrage pricing theory models. B. Use the single index model to derive an econometric model of the capital asset pricing model. C. A fully diversified portfolio will have no risk. True or false? Explain your answer. D. Graphically illustrate the efficient frontier facing an investor that cannot short sell risky assets under the following two cases (i) when there is a risk-free asset available and (ii) when there is no risk-free asset available. Explain your answer. E How would you perform a test of the predictions of the capital asset pricing model given historical data on asset and market portfolio returns? F. Evaluating portfolio performance using Sharpe, Treynor, and Jensen