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People at this time period believed in the presence of ghosts and believed that ghosts had specific purposes in "haunting" an area.  Basically, the soldiers realize that the ghost is that of the original King Hamlet, who has died.  They also realize that the ghost has a purpose in being there.  They should approach Prince Hamlet, but they are hesitant to do so because they are lower class guards.  Instead, they approach Horatio, who is a friend of Hamlet but not a member of the nobility.  They know that he will, upon being convinced of the ghost's existence, tell their real target, Prince Hamlet, who is the ghost's reason for returning to his castle in Denmark.

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