In Hamlet's last words he says:
- "I cannot live to hear the news from England;
- But I do prophesy the election lights
- On Fortinbras: he has my dying voice;" - (This means that Hamlet thinks that Fortinbras will reclaim Denmark. I think this is important.)
Also, giving a central character the opportunity to tell his story with his last words accomplishes dramatics. It is like having your life flash before your eyes. So even though the audience already knows the story it gives Hamlet a chance to delve into his emotions and is a very powerful scene.
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