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DIRECT QUESTIONS. Direct questions are actively soliciting an answer from the person who is being interrogated.
What is your name?
Where do you live?
How long have you lived there?
You also need a question mark when a direct question is being quoted:
“Will you walk into my parlor?” said a spider to a fly.
(Details at the Proverb Lab.)
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INDIRECT QUESTIONS. An indirect question reports a question, so it is a statement rather than a question. Even though it might contain a question word, the indirect question does not need a question mark at the end.
(Direct question: What can you do?)
One half of the world does not know how the other half lives.
(Direct question: How does the other half of the world live?)
Tell me why the ant midst summer’s plenty thinks of winter’s want.
(Direct question: Why does the ant midst summer's plenty think of winter's want?)
(Details at the Proverb Lab).
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Did you really think I would believe your story?
Would you be so kind as to open the door for me?
Am I my brother's keeper?
(Details at the Proverb Lab.)