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Vaughan weathered his sketchy start to play his trademark swivel pull and send the ball whistling into the mid-wicket fence, but lost Cook 10 minutes before lunch.
BBC: England facing follow-on at Oval
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Much has been made of Michael Vaughan's poor record in one-day cricket, and he produced a dreadful shot as he aimed to pull a ball that was not nearly short enough, and dragged the ball into his stumps for a seven-ball duck.
BBC: Jonathan Agnew column
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Scott Styris briefly injected some life into the innings in the 15th over with a six over extra cover followed by a pull for four next ball, but Afridi ended the fireworks when a quicker ball was chopped on to his stumps by the New Zealand all-rounder.
BBC: New Zealand beat Pakistan in last-ball T20 thriller