You can change any of the letter to make a new word... so if you follow the trail Thaw (change w to T) - That (change T - w) - What (change t - m) -Wham.. now you can change any of the letters in WHAM to make a new word..
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.................................................. whim.................
Whip.............................................. ...........................................
Ship.............................................. ......
skip.............................................. ...
Skim........................................
skin.............................................. ..............
Skit.............................................. ..........
skid.............................................. ...............................
slid.............................................. ...........