The conservative podcaster adds that she buys Nuzzi’s memoir “entirely” because “she would get sued so quickly for defamation” Megyn Kelly completely buys the truthfulness of Olivia Nuzzi’s upcoming memoir – especially when it comes to her relationship with Robert F. Kennedy Jr. On Tuesday’s episode of “The Megyn Kelly Show,” the host touched on Nuzzi’s memoir, noting the fact that the latter hasn’t been sued by RFK proves the accuracy of the claims. She said the lack of legal retribution makes