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Well he does, and he actually dedicated an entire portion of his book to a new theory called the "M" theory that bases its entire foundation on the string theory. So congratulations. We've established that the single smartest person alive is unreasonable.
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Talking about the possibility of it and what that might entail isn't the same thing as believing in it. Also, this isn't really relevant, but Stephen Hawking isn't the single smartest person alive, he's just the most well known living physicist.