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Others in attendance are Wiper leader Kalonzo Musyoka, DAP-K party leader Eugene Wamalwa, and National Assembly Minority Leader Opiyo Wandayi.
The prayers had earlier been scheduled to take place at De Paul Grounds in Karene it was changed.
The Standard has established that the leaders are engaged in a closed-door meeting.
The prayer exercise will continue throughout the weekend as the coalition vows to keep protesting the high cost of living and punitive taxes.