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If you look in the assembler report and click on "generated files" you'll see all the files created by the assembler and their location.
To check/change the path the files are generated in, go to the Assignments menu, Settings, Compilation Process Settings, and in the window, check box "Save project output files in specified directory"
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Yes you have a reason, when i try to check the assembler report, i find a warning "Can't generate a programming file because you use evaluation version of Quartus II".