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Remember how she hides and skips from tree to tree in this scene,
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when she's teasing Hazel, towards the end of it.
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That tree is also the image of the cross that is part of Christian tradition.
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There are lots of hymns that talk about the tree as the cross,
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or the cross as the tree, for example.
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But it's the figure, the ragged figure that moves from tree to tree
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in the back of Hazel's mind, that's the Christ that won't let him get away.
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So Lily actually embodies that Christ-like figure.
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So, for all her impurity,
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O'Connor presents her in contrast to Mary Brittle
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as understanding something fundamental about the world and
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what's important in the world that much more plausible people don't understand.