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While I don't think Central Intelligence Agency likely, if the cartel were to somehow target those involved in setting up and conducting the interview, Del Castillo is certainly more at risk than Penn, given that she spends more time in Mexico than Penn, has family there, business associates there, but, as with Penn, I doubt the cartel would blame Castillo given that it was reportedly Guzman who reached out to her to start the ball rolling on looking to produce Del Castillo life story.