Tryring to execute a command but i keep seeing the Msg 8120 error

Transact-SQL
1

i need to display the average GPA of both Male nd Female students but after writing the statement i keep getting an error message

This is the select statement

Select AVG(GPA) AS "AVG(GPAM)",
Gender
From Students = 'M'

Select AVG(GPA) AS "AVG(GPAF),
Gender
From Students
Where Gender = 'F'

but then i keep getting this error message

Msg 8120, Level 16, State 1, Line 1
Column 'Students.Gender' is invalid in the select list because it is not contained in either an aggregate function or the GROUP BY clause.

2 
Select AVG(GPA) AS "AVG(GPAM)", 
    Gender 
From Students
Group By Gender
3

i figured that part out but i think i need the Join function to display both Female and Male together

4 
Select  
     AVG(CASE WHEN Gender = 'M' THEN GPA END) AS [AVG(GPAM)] 
     AVG(CASE WHEN Gender = 'F' THEN GPA END) AS [AVG(GPAF)] 
From Students