Speaking as a Catholic I am against the death penalty, purely because I believe that life is a gift given to us by God and it is not our right to take it. This is irrespective of what he did, and I don't believe that the death penalty deters these types of crimes.
Having said that, I fully support the maximum allowable punishment to have been given to Tim McVeigh for his crimes which he has been found guilty for. He should have been given life in prison in isolation or doing hard labor in a maximum security prison, NEVER to be released.
May God have mercy on his soul.
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