I think that 2 and 3 are both OK - just different meanings. 1 is very commonly heard, even though I don't think it is strictly correct.

Number and 2 and 3 are correct. Number 1 is strictly incorrect for use as an adverb, but it is commonly used in this way. In the same way, people will say "He runs quick" Instead of "He runs quickly" It's not correct but it is commonly used, especially in the USA. Loud on its own is an adjective. E.g. There was a loud noise. When you want to use it as an adverb, you should say "He was talking loudly" "Say it loudly" You could also say "Say it out loud"