verb
to perplex or bewilder (someone)
adjective
causing someone to be bewildered or perplexed; puzzled
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The scientist was mystified by the results of the experiment, unable to explain the unexpected findings.
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I'm completely mystified by this math problem, I have no idea how to solve it.
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I was totally mystified by the movie's ending, it made no sense to me at all.
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Her mysterious smile mystified those around her, leaving them wondering what she was thinking.