Please answer these questions completely from A to F. Thanks

Briefly describe two pieces of evidence that violate the weak form of market efficiency. b) Car hart (1997) finds that, after fees, actively-managed mutual funds do not outperform the stock market on average. Is this evidence consistent with market efficiency? What is the main benefit of investing in mutual funds? Also discuss why it is not surprising that actively-managed mutual funds are unable to outperform the market, even if these active managers are skilled. c) Sometimes on earnings announcement days, firms with positive earnings growth (relative to the prior year) suffer large stock price drops, whereas firms with negative earnings growth experience large stock price appreciations Is this a violation of market efficiency? Why? d) What is noise trader risk? Explain the mechanism through which noise trader risk can become an important deterrent to arbitrage activity. e) An important test of the efficient market hypothesis is whether some investors can persistently outperform the market. Suppose that in any given year, there is a 50% probability that mutual fund X will outperform the market simply by chance. If X is the only mutual fund, calculate the probability that it will beat the market for 10 consecutive years due to chance. f) Now, recognize that there are over 10,000 mutual funds in the United States. What is the probability that, by chance, there is at least 1 (out of 10,000 funds) that outperforms the market for 10 consecutive years