If a recipient clicks "unsubscribe" on a spam email it might tell the spammer the recipient has a real email address. This has people concerned about clicking the unsubscribe button. Acknowledge people's fears and include a statement to your subscribers letting them know they can safely unsubscribe at any time. Remember you'd rather have the recipient click the unsubscribe link than mark your email as spam.
Test and make sure the unsubscribe link actually works. If the unsubscribe returns an error they may just mark you as junk instead of letting you know it's broken.
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