In his senior year, Connaughton was selected for the senior society Scroll and Key and became a member of the Whiffenpoofs, the world renowned, senior men's singing group.
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He went on to Yale Law School where he was a contemporary of Sargent Shriver (also a member of Scroll and Key), Gerald Ford, and Cyrus Vance (who preceded him as Secretary of the Army and himself was a member of Scroll and Key and in the same year at Yale).