solve this in papers and show me the way

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-day periods around merger announcement dates: Company A Date Price (USD) 9-Jan-21 50.125 50.125 10-Jan-21 11-Jan-21 12-Jan-21 50.250 50.250 50.375 50.250 Company B Date Price (USD) 9-Feb-21 20.000 10-Feb-21 20.000 11-Feb-21 20.120 12-Feb-21 20.250 13-Feb-21 20.370 14-Feb-21 20.370 15-Feb-21 21.370 16-Feb-21 21.250 17-Feb-21 21.370 18-Feb-21 21.500 19-Feb-21 21.370 20-Feb-21 21.500 Company C Date Price (USD) 4-Apr-21 60.375 5-Apr-21 60.500 6-Apr-21 60.250 7-Apr-21 60.125 8-Apr-21 60.000 9-Apr-21 60.125 10-Apr-21 60.625 11-Apr-21 60.750 12-Apr-21 60.750 13-Apr-21 60.875 14-Apr-21 60.875 15-Apr-21 60.875 13-Jan-21 14-Jan-21 15-Jan-21 16-Jan-21 17-Jan-21 18-Jan-21 19-Jan-21 20-Jan-21 52.250 52.375 52.250 52.375 52.500 52.375 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 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 you have found normal or expected daily returns along with standard deviations as follows: Stock Normal Return Standard ation 0.0465% 50% B 0.0520% 0.6 70% C 0.0082% Compute abnormal returns for each stock for each of the 11 days. (1 mark) c) For each of the 11 days in the analysis, compute the average abnormal return and the standard deviation of abnormal returns. Compute the t-statistic for each of the 11 dates (1 mark) d) Does there appear to be statistically significant evidence of abnormal acquiring firm returns around announcement dates? (1 mark)