Can we create Calendar Event and assign it at city level not province or stat level

Summary:

we have a requirement to apply a stat holiday at CITY level. how can we achieve this. We were able to add city in the geography tree but when we try to assign a Calendar Event to it. the holiday doesn't show up on employee calendar.

when try to see this on employee calendar, it doesn't appear as holiday.

I tried selecting both province and city under "Geography Hierarchy" but it doesn't help

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