Murray was born and raised in Wilmette, Illinois, the son of Lucille (née Collins), a mail room clerk, and Edward Joseph Murray II, a lumber salesman. He grew up in an Irish Catholic family.\n', '

One of nine siblings, he is the younger brother of actors Bill Murray, Brian Doyle-Murray, and John Murray. A sister, Nancy, is an Adrian Dominican Sister in Michigan, who toured the U.S. portraying St. Catherine of Siena. Their father died in 1967 at the age of 46 from complications of diabetes.\n', '

In high school at Loyola Academy, Murray was captain of the football team and the lead actor in one of the school\'s musicals. His entertainment career began in Chicago, Illinois, where he performed at various improvisational theaters, including the Improv Olympic, the Improv Institute, and The Second City.\n', '

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