Pyrite is also known as "fool's gold."
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It's a bit tricky to tell with your naked eye but gold is softer than pyrite. If you were to bite down on a chunk of gold, you can put a dent in it. However pyrite would be too hard for your tooth to leave a mark.
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Gold will flatten if you hit it with a hammer, pyrite will shatter into little pieces. Pyrite will scratch a piece of glass, gold will not.
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Walk into a pawn shop that buys gold.