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Zaroff believes that the fact that he has rules to the game, not to mention the fact that his "prey" has a chance makes the odds a fair thing. He doesn't think it's immoral because he is of the belief that it's all about atrength and weakness. The stronger adversary has the best odds of winning..... but the weak do have a chance. Zaroff honestly and mistakenly believes he gives his prey that chance.
The Most Dangerous Game