Nigeria manager Stephen Keshi told reporters: "We are not part of this, we do not have interests in this. We are here to play football and that's it.
"If they want to investigate it whenever they want, that's their problem. We don't know anything about this stuff."
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The band announced at a free concert on Friday that they would take over the event's Pyramid stage on Saturday June 25.
The victims were collecting permits and escorts a day after their home town was liberated from the extremists.
Scotland Yard said the male youths will appear in custody at Westminster Magistrates' Court on Saturday.