One of the worst faux pas I’ve ever made in a life unfortunately pitted with them came at a dinner at Margaret Thatcher’s house soon after she had appointed Charles Moore, the former editor of TheDaily Telegraph, as her official biographer. “What kind of biography is it going to be?” I asked her, starting the next sentence before working out how it should end. “Will it be a cradle-to-the- . . . er, er . . . ” and then I stopped, horrified at myself for bringing up the concept of her mortality to the lady herself. “I think the word you’re looking for is ‘grave,’ ” she kindly interjected, “and the answer is yes.”

Margaret Thatcher died—in the Ritz Hotel, rather magnificently—on April 8, 2013, and her life was marked nine days later at a powerfully moving funeral at St....

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