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To understand the relationship between the Raven's shadow and the speaker's soul, you need to make some connections with the whole poem. Famously, the raven says, "Nevermore" in answer to the speaker's questions. This not only frustrates the speaker and increases the tension between the two characters, but it could also be a foreshadowing of what will happen to the speaker's soul in the end. The quote from the last two lines are, "And my soul from out that shadow that lies floating on the floor;/Shall be lifted--nevermore." The speaker's soul seems to be hovering like a ghost, which implies that death has overtaken the soul and it will never recover. The Raven and the shadow are both black, which color is a symbol of death; the shadow and the soul are next to each other on the floor, and neither will ever leave again, so they seem to be doomed to spend eternity together in a lifeless existence. It doesn't say that the man physically dies, and for a person suffering from a mental illness he may feel like his soul will never lift again just like the bird will never leave the room.
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