First, the fourth is grammatically incorrect. The fifth is grammatically correct, but sounds weird and it means "Do you do something?" Now the first and the third both are correct, and 呢 is used to soften the tone. However, in this context, 干 carries a slightly stronger tone than 做, so the first one is more like questioning and the third one is more like inquiring and it's more common that the optional 呢 appears in the third sentence.