This is in Act 2 of Macbeth.
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Banquo is the only person, besides L. Macbeth, who knows about the witches. Banquo was there when Macbeth met the witches. He saw how obsessed Macbeth was by their predictions, Look how our partner's rapt. It is fitting that the presence of Banquo is there before Macbeth kills Duncan: he acts as a reminder of that fateful night.