We are not interested in the possibilities of defeat; they do not exist.

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Wikiquote does not flag this quote as disputed or misattributed.

Source: December 1899 letter to Arthur Balfour during the "Black Week" of the Boer War, as quoted in The Columbia Dictionary of Quotations (1993), p. 539.
Source quality: Secondhand citation Quoted from another book or article rather than from the original.

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My dearest Uncle,- I have the greatest pleasure in announcing to you a piece of news which I know will give you as much satisfaction and relief as it does to us, and will do to the whole of the world. Lord Palmerston is no longer Foreign Secretary—and Lord Granville has already named his successor!

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Notes from Wikiquote

According to Lady Gwendolen Cecil, it was a verbal statement to Mr. Balfour in Windsor Palace, as recorded in her biography of her Father, Life of Robert, marquis of Salisbury, volume 3 (1921), p. 191

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We are not interested in the possibilities of defeat; they do not exist.

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