Durham, N.C., Police Chief C. J. Davis, who is black, says she still is followed while shopping. NBC's Megyn Kelly asked Davis, “Have you ever wanted to turn around to the person following you and say, ‘You don’t have to worry about anything getting stolen in this store today because I am the chief of police and I will keep you safe?’ ”Davis replied: “Megyn, you don’t know how many times I have wanted to say . . .
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