Gene has conflicting emotions about Finny having "practically saved his life" because it was Finny's fault he had "practically lost" it. Yet Gene continues to go to the nightly meetings and jump from the tree without protest. Why do you think he does this?
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Gene and Finny have a complicated relationship. Gene wants to not only live up to Finny's expectations; he wants to be Finny as much as he can. It was Finny who was so excited about this club. Gene sees this activity as the essence of Finny, so full of abandon, risk and (here it comes!) latent sexual desire.