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Klipsinger doesn't want to be involved or associated with Gatsby at this point. In order to escape going to the funeral, he comes up with a story about visitning friends, who expect him to join them on a picnic.
“Well, the fact is — the truth of the matter is that I’m staying with some people up here in Greenwich, and they rather expect me to be with them to-morrow. In fact, there’s a sort of picnic or something. Of course I’ll do my very best to get away.”
The Great Gatsby