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In Shakespeare's Julius Caesar, the Ghost is a bad omen for Brutus. Brutus betrayed Caesar by taking part in the conspiracy against him and helping to assassinate him. In a play that involves numerous omens (see Act I.3, for instance), this one has a specific target. Whereas other omens reflect the unnatural state of political upheaval in Rome, this omen directly suggests that Brutus is about to take a fall, and Caesar is about to be avenged.
If the deceased Caesar is at Philippi in the form of the Ghost, as the Ghost says he will be, that suggests the battle that will take place there will not go well for Brutus. Brutus is about to "get his" for what he did to Caesar.
The Ghost, then, serves as foreshadowing of what's to come by presenting an omen that reveals that the plot is about to come full circle. Brutus will fall because of his poor decision-making and his poor judgment of others, such as Cassius. He will fall because of his part in Caesar's assassination.
The Ghost sets the mood for the remainder of the play. Brutus is doomed. He and Cassius both know it, or at least suspect it. The appearance of the supernatural gives an air of fate or destiny to what follows.
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