in chapter 4
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During Nick's next encounter with Jordan Baker, she finally tells him her remarkable news: Gatsby is in love with Daisy Buchanan. According to Jordan, Gatsby bought his house in West Egg just in order to be close to Daisy. It is at this moment that Nick realizes that the green light, toward which he saw Gatsby so plaintively gesturing, is the light that marks the end of the Buchanans' dock. Jordan informs Nick that Gatsby wants him to arrange a reunion between himself and Daisy.