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Gregson: Do we have something to talk about?
Sherlock: There are any number of reasons why I didn't tell you about my history. I told myself dozens. In the end it's simple, I was embarrassed.
Sherlock: I am sorry, you deserved to know.
Gregson: I DID know.
Sherlock: I beg your pardon?
Gregson: Do you honestly think I would let you consult for the NYPD without doing my homework?