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I assume that you are talking about what happens in Act I, Scene 2. This is where Duncan is really quite mad at the Thane of Cawdor -- enough so that he has him executed.
The reason why King Duncan does this can be found in what Ross tells him about the way that the battle went. He says that the Thane of Cawdor actually helped the King of Norway in the battle. The Thane of Cawdor betrayed King Duncan and his country. This is a pretty good reason for Duncan to be mad, I'd say.
Macbeth was the one who saved the day with his military prowess. This is why Duncan makes him the new Thane of Cawdor.
Shakespeare's 'Macbeth' is a play about trust & breach of trust. The Thane of Cawdor is a glaring example of the said breach. In act 1 scene 2, Ross reports to King Duncan how the trusted Thane of Cawdor betrayed Duncan to side with the King of Norway. Macbeth appeared on the scene of battle to cofront the Norwegian onslaught enhanced by Cawdor's treachery to achieve victory for the King of Scotland. Cawdor's most disloyal act was reason enough for Duncan to proclaim his capital punishment :
No more that Thane of Cawdor shall deceive
Our bosom interest. Go pronounce his present death,
And with his former title greet Macbeth.
Duncan was severely shocked to learn about the duplicity of his trusted thane. His regret was quite understandable when he said in act 1 scene 4--
There's no art
To find the mind's construction in the face:
He was a gentleman on whom I built
An absolute trust.
In Macbeth, the irony of the situation of making Macbeth Thane of Cawdor is that Macbeth proves to be much more treacherous than the previous holder of the title, the Baron of Cawdor, who has sided with the Norwegian king. Far more treacherous, Macbeth repays the king by slaying him in his "vaulting ambition" incited by the predictions of the evil sisters. Then, of course, he later tries to eliminate Duncan's son, Malcolm, until the witches tell him that a child who is not born of woman will be king. Because he does not know that Malcolm was born by Caesarean section, Macbeth does not fear him, an action which, of course, becomes his later nemesis.
in Act I Sc.2 Macbeth is presented as a courageous and loyal soldier ready to lay down his life in the service of his king Duncan. First a soldier reports to king Duncan how Macbeth slew the rebel Macdonwald. Soon another soldier rushes in and describes to king Duncan how Macbeth and Banquo together fought off the armies of the invading king of Norway. Finally, the loyal Ross arrives and relates to him how Macbeth personally in single handed combat captured the traitor the Thane of Cawdor who had conspired with the king of Norway to overthrow king Duncan:
With terrible numbers,
Assisted by that most disloyal traitor
The thane of Cawdor, began a dismal conflict;
Till that Bellona's bridegroom, lapp'd in proof,
Confronted him with self-comparisons,
Point against point rebellious, arm 'gainst arm.
Curbing his lavish spirit: and, to conclude,
The victory fell on us.
So, obviously king Duncan will be angry with the traitor the Thane of Cawdor who had joined hands with his enemy the King of Norway.
King Duncan rewards the loyal Macbeth by executing the treacherous Thane of Cawdor and conferring the title of the Thane of Cawdor on Macbeth:
I agree with most of the above concerning the treason of the Thane of Cawdor, however, I disagree with who defeated the King of Norway and Cawdor. You have all accepted the footnote which identifies Ballona's Bridegroom as Macbeth. This makes no sense.
Where is Ross from? He is from Fife and a kinsman of MacDuff who just happens to be the Thane of Fife. Why would MacDuff give up his command to Macbeth who was at a totally different battle?
Macbeth seems to have no knowledge of the defection of Cawdor. "Why do you dress me in borrowed robes?" is his response to his new title. He goes on to speak of Cawdor in glowing terms. Had he been at the battle in Fife, he surely would have known what happened there.
What most people don't realize is that Shakespeare was setting up the two characters. Macbeth's actions on the battlefield are described in graphic detail by the bloody soldier. Then Ross (from Fife) tells of his kinsman's actions in his battle.
So, why does Duncan reward Macbeth with the new title instead of MacDuff? Macbeth just saved Malcolm's life.
That Macbeth proves to be more treacherous than the previous owner of the title is wonderful irony and a great example of "nothing is but what is not".
All the above is excellent reading and insight. Duncan is clearly unhappy with the Thane of Fife because he's a traitor. Who likes a traitor? And people in power are especially distraught when someone around them has betrayed them.
More importantly to me, the Thane of Fife's treason is the trigger for Macbeth's quest for the throne. The very first prediction given by the witches is that Macbeth will somehow become the Thane of Fife. He hears all three of their initial predictions, and I'm sure he's mulling it all around in his brain as nothing more than some fantastical idea. However, when he receives word that he is now Thane of Fife, the goal begins to take shape in a more real--and eventually bloody--way. I'm certainly not blaming the traitorous Thane for the subsequent actions of the play, but his duplicity does act as a trigger for Macbeth's vaulting ambition.
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