“I can’t seem to remember, but I think we talked about the Nordic race. Yes, I’m sure we did. It sort of crept up on us and first thing you know ——”
Daisy is clearly teasing Tom about his obsession with the Nordic race, but Tom doesn’t sense this and actually believes her.
There are a lot of lines like this in the first chapter, where either Nick or Daisy will make fun of a character without making it obvious. This was a type of “old money” politeness, where people hide dislike with good manners.
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