help me please

Company A: Merger announcement date Jan 15, 2021 Company B: Merger announcement date Feb 15, 2021 Company C: Merger announcement date April 10, 2021 You establish an 11-day testing period of returns around the event dates, the event date plus 5 days before and 5 days after. The following table provides the three acquiring firm stock prices during 12-dat periods around merger announcement dates: Company A Company B Company C Date Price (USD) Date Price (USD) Date Price (USD) 9-Jan-21 50.125 9-Feb-21 20.000 4-Apr-21 60.375 10-Jan-21 50.125 10-Feb-21 20.000 5-Apr-21 60.500 11-Jan-21 50.250 11-Feb-21 20.120 6-Apr-21 60.250 12-Jan-21 50.250 12-Feb-21 20.250 7-Apr-21 60.125 13-Jan-21 50.375 13-Feb-21 20.370 8-Apr-21 60.000 14-Jan-21 50.250 14-Feb-21 20.370 9-Apr-21 60.125 15-Jan-21 52.250 15-Feb-21 21.370 10-Apr-21 60.625 16-Jan-21 52.375 16-Feb-21 21.250 11-Apr-21 60.750 17-Jan-21 52.250 17-Feb-21 21.370 12-Apr-21 60.750 18-Jan-21 52.375 18-Feb-21 21.500 13-Apr-21 60.875 19-Jan-21 52.500 19-Feb-21 21.370 14-Apr-21 60.875 20-Jan-21 52.375 20-Feb-21 21.500 15-Apr-21 60.875 a) Compute one-day discrete returns of 11 days for each of the three stocks. (1 mark) b) Suppose that you have decided to use the Mean Adjusted Return method to compute excess or abnormal stock returns. You computed average daily returns and standard deviations for each of the stocks for 180-day periods prior to the testing periods. Suppose that we have found normal or expected daily returns along with standard deviations as follows: Stock Normal Return Standard Deviation A 0.0465% 0.4150% B 0.0520% 0.6370% 0.0082% 0.2200%