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You'll receive this quest from the Night Mother in the Dark Brotherhood Sanctuary at the conclusion of the quest
When you talk to the Night Mother, she'll remind you that you still haven't completed Amaund Motierre's contract to kill the Emperor, and she'll order you to talk to Motierre and find out where the real Emperor is staying. However, before heading off, you'll need to talk to Nazir. With all of the damage done to the Dark Brotherhood Sanctuary, he'll recommend that you move to the Dawnstar Sanctuary, and he'll offer to move the Night Mother there.
You'll find Motierre in the Bannered Mare in Whiterun. When you talk to him there, he'll tell you that the Emperor is on board the Katariah, which is currently docked at the Solitude Inlet, but that the Emperor is preparing to leave Skyrim, so you'll have to hurry to kill him. Motierre will also add that Commander Maro can be found nearby at the Solitude Docks, just in case you feel like settling a score with him.
Killing Maro is optional, but if you're interested then you'll find him next to the East Empire Company Warehouse, located just to the south of Solitude. If you walk up to Maro and talk to him, then he'll attack you, and you won't have to worry about gaining a bounty. Maro won't drop anything of note when he dies.
As for the Emperor, you'll find him on board the Katariah, located to the east of Solitude. To get on board the ship, you'll have to swim out to it and then activate the anchor chain on the eastern side. That will transport you into the hold.
As you make your way through the ship, you'll encounter sailors and Penitus Oculatus agents, plus Captain Avidius and Lieutenant Salvarus, both of whom will drop the
Katariah Master Key
, which will allow you to open the locked doors in the ship. Most of the enemies on board will either be sleeping or relaxing, so as long as you're reasonably stealthy, you shouldn't have much of a problem with them. If you take a detour to the ship's upper deck, then you'll encounter several more agents, but you'll find two things of interest: the unique scimitar
(at the end of the slanted mast at the bow) and the book
(on the table next to the throne at the stern), which will increase your Two-Handed skill by 1.
When you enter the Emperor's Quarters, you'll find Emperor Titus Mede II waiting for you. He'll be resigned to his fate, but he'll ask you to do him a favor -- kill the person "who set the machine in motion," aka Amaund Motierre. With that business out of the way, the Emperor will turn around and stare out the window, giving you an easy opportunity for a sneak attack kill. Afterwards, if you search the Emperor's bedroom, then you'll find some gems and jewelry, some random enchanted equipment (in the long chest),
(in the shelf), and the book
(on the nightstand), which can trigger the quest
When you return to Motierre in the Bannered Mare in Whiterun, he'll be thrilled with your work, and he'll tell you that you can find your reward in an urn where you first met him in Volunruud. If you decide to kill Motierre, then his room at the Bannered Mare is a perfect spot for the job, and you'll find a nice collection of gems on his corpse. But note: it's probably better to steal the gems from him so you can raise your Pickpocket skill. When you loot the urn in Volunruud, you'll find 20,000 gold inside.
To complete the quest, you'll just need to talk to Nazir in the Dawnstar Sanctuary (not the Dark Brotherhood Sanctuary). He'll ask you how much you got for killing the Emperor, but it won't make any difference how you answer. You'll get to keep the entire reward regardless. Then Nazir will recommend that you talk to Delvin Mallory in the Ragged Flagon in Riften to see about purchasing some improvements for your new sanctuary. This will trigger the quest "Where You Hang Your Enemy's Head..." but it's not much of a quest. You'll just get dialogue option for upgrading the sanctuary, and you'll complete the quest once you've purchased everything.
Finally, after finishing the quest, you'll begin receiving random contracts from the Night Mother. Each contract will trigger the quest "The Dark Brotherhood Forever." These contracts are optional, and they won't lead to anything, but you'll get a decent amount of gold for completing them.