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De Vaca came to the Americas and was shipwreced on Florida. De Vaca and his fellow men built rafts to sail to Cuba, but they didn't make it there instead, De Vaca and the rest of the men drowned and washed ashore, dead.
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The Indians find dead spanish soldiers on the beaces near where they live. They see that the Spanish are in possesion of good materials, and take some of their beads and bells with them. They give the Spanish traditional funerals, as if they were close members of the tribe, although they didn't mourn as much.
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The Indians, who decorated themselves with lots of colorfull beads that were from De Vaca's expadition, were found by other Spanish. They blamed the indians for killing De Vaca, and attacked them.
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The battle went on for a long time, but the well-armed Spanish defeated the Indians without much trouble.
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The indians do not have a way to communicate, and they had no way of telling of the myth, even if they wanted to.
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Coronado never becomes the first Spanish man to see the Grand Canyon and Palo Duro canyon. In fact, he never explores at all, and doesn't obtain a bad reputation with the Spanish for failing an expidition.