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On June 24, 2015, Murray committed to Kentucky to play for coach John Calipari. As a freshman in 2015–16, he was featured on the Midseason Top 25 list for the John R. Wooden Award, and was named to the 35-man midseason watchlist for the Naismith Trophy. He appeared in 36 games and averaged 20. 0 points, 5. 2 rebounds and 2. 2 assists while shooting 40. 8% from three-point range. Following his freshman season, Murray was named a third-team All-American by the Associated Press. Murray also made the All-SEC First Team and the SEC All-Freshman Team. Murray's 20. 0 points per game are the most by any freshman in Kentucky's program history and the most for any player in John Calipari's tenure as head coach.

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