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From the text:
"Jem buried his face in Atticus's shirt front. "Sh-h," he said. "I think that was her way of telling you- everything's all right now, Jem, everything's all right. You know, she was a great lady." "
We don't learn about Scout's reaction...... she was too bust watching her brother's.
Jem was sad. Scout was too busy doing who knows what.