(C) i. Identify (interim or nal) dividend change announcement using "dividend history from the DatAnalysis Premium Database" for the company allocated to you for the assignment 2. ii. Calculate three day return earned by your rm for the period from the day before the announcement continuing through the day aer the announcement date; and two day return earned by your lm for the period 'om the day of the announcement to the day after the announcement date iii. Calculate the market return for the corresponding periods in (ii). iv. Calculate the excess: (ii) ~ (iii) v. Check the results for any other two students in your tutorial class and report that result in your assignment 2 vi. Discuss the relevant theory with the ndings in (iv) and (v). (40 marks) (30+3+4l|= 100 marks) Step I A dividend change is dened as the relative difference from the previous year's level. " Interim dividend change = interim dividend per share in year 1' minus interim dividend per share in year r-I . " Final dividend change = Final dividend per share in year 1' minus Final dividend per share in year 1-]. Step 2 Announcement date for the dividend change can be identied from "ASK announcements from the DatAnalysis Premium Database"- Announcement date for interim dividend change: use the announcement date of half yearly report Announcement date for nal dividend change: use the announcement date of preliminary nal report Select "ASK announcements" select "Search option - Click here to rene your search by ASX Announcement Type andJ'or text search" for Announcement Type: select periodic reports for Sub-Announcement Type: select preliminary - nal statement for nal dividend; half yearly report interim dividend change specify the date range