1. Probably the first one but either would work
2. The second one is more natural
3. The second is used more often but they have slightly different meanings.
e.g. "Donald Trump has a prejudice against muslims" means he tends to believe bad things about muslims without regard to evidence. This is more usual, and you might even here people just say "he's prejudiced" meaning something like "he is a massive racist"
"I have a prejudice about the correct way to eat asparagus" means I have strongly held views on the subject without regard for evidence. I don't necessarily dislike people who eat asparagus, but I have opinions about which way is better and I might be prone to talking about it loudly to anyone who will listen.
I think this is the third time I have used Trump in an example on this website. I must have a prejudice against him. Oh dear.