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GRUB has two distinct boot methods. One of the two is to load an operating system directly, and the other is to chain-load another boot loader which then will load an operating system actually. Generally speaking, the former is desirable, because you don't need to install or maintain other boot loaders and GRUB is flexible enough to load an operating system from an arbitrary disk/partition. However, the latter is sometimes required, since GRUB doesn't support all the existing operating systems natively.
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