In DNA, we find dT(deoxy thymine), but if you look very closely at the chemical structure of dT and dU (deoxy uracil), you will find that it is possible for dT to flip into dU. This does occur once in a while spontaneously. In the lab, we can even make DNA that has dU in it instead of dT and this permits us to put labels on the DNA so we can "see" it with coloured reactions. Remember that deoxyribose is the sugar building block in DNA. In RNA, U is the building block instead of T (both are the "oxy" form). This is likely because U and A don't bond as tightly as A and T, making double stranded RNA less tight. Yes, RNA does make double strands like DNA, but it does it by sticking to itself. Look up a picture of tRNA for example. In mRNA, if there was too much or too strong a bond between the strands, the ribosome would never be able to unravel it to make protein. Thus, RNA is great for making protein because it is less stable, but DNA is the molecule of long term storage because it is more stable.
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