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add whatsnew
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doc/source/whatsnew/v1.2.0.rst

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@@ -221,7 +221,7 @@ Indexing
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Missing
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- Bug in :meth:`SeriesGroupBy.transform` now correctly handles missing values for `dropna=False` (:issue:`35014`)
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- Bug in :meth:`SeriesGroupBy.transform` and :meth:`DataFrameGroupBy.transform` now correctly handle missing values (:issue:`35014` and :issue:`35612`)
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MultiIndex

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