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There is no one place in the book that directly states that Jem loved Scout, but if we read the action of the book, it is clear that Jem loved Scout. Also it is important to note that actions speak louder than words.
First, Jem was four years older than Scout. At times Jem found Scout annoying, but for the most part, he allowed Scout to play with him and Dill. So, in the beginning of the book, Scout was very much part of his life. This shows that Jem cared for Scout.
Second, Jem defends Scout. When Mrs. Dubose criticizes Scout by calling her ugly and dirty, Jem courageously comes to the rescue. Here is the text:
“So you brought that dirty little sister of yours, did you?” was her greeting. Jem said quietly, “My sister ain’t dirty and I ain’t scared of you,” although I noticed his knees shaking.
Third and most importantly, when Bob Ewell attacked Scout on that dreadful night, Jem comes to the rescue, and he risks his own life. This act alone shows that Jem deeply cared for Scout.
Three examples in To Kill a Mockingbird that show how Jem loves his sister include times when he comforts her. He first comforts Scout when they discover that the knot-hole in the Radleys' oak tree has been filled in with cement. The knot-hole is important because they find little treasures from an unknown friend in it. On the day after the children decide to leave a thank you note in the knot-hole, they discover that cement now prohibits any future communication with the friend. Jem makes an effort to comfort his sister by saying the following:
"'Don't you cry, now, Scout . . . don't cry now, don't worry--' he muttered at me all the way to school" (62).
The next time Jem shows Scout love is during the night of Miss Maudie's house fire. Atticus wakes both kids up and has them stand out in front of the Radleys' house so he can keep an eye on them while he helps Maudie. Scout notices Jem's brotherly love as shown in the following example:
"Jem put his arm around me. 'Hush, Scout,' he said. 'It ain't time to worry yet. I'll let you know when'" (69).
Again, Jem does his best to comfort his sister by telling her not to worry. If he didn't love Scout, he wouldn't waste his time taking care of her or trying to calm her down.
One more example of Jem showing love to Scout is after she misses her cue during the Halloween program. Mrs. Merriweather tells Scout afterward that she ruined the entire pageant, so Scout goes backstage and hides inside her costume. Scout makes the following observation about her brother's behavior toward her humiliating circumstances:
"How he could tell I was feeling bad under my costume I don't know, but he said I did all right, I just came in a little late, that was all. Jem was becoming almost as good as Atticus at making you feel right when things went wrong" (259).
It seems as though Jem gets better at showing love to his sister throughout the novel. By the end of the book, she says that Jem is "almost as good as Atticus," which is a great compliment. This shows that Scout notices when her brother is doing his best to make her feel better. Making someone feel better under stressful situations not only builds a loving relationship between the two parties involved, but it also helps to build trust between them.
The most obvious example is when Jem risks his own life to save Scout's life when they are attacked by Bob Ewell. Jem also loves Scout enough to thoughtfully answer her questions about life. He doesn't dismiss her questions but tries to help her understand life. As well, when Scout rolls inside the tire to Boo's house, Jem is truly concerned for her safety.
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