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A Banach lattice $E$ is said to be disjointly homogeneous (resp. $p$-disjointly homogeneous) if two arbitrary normalized disjoint sequences from $E$ contain equivalent in $E$ subsequences (resp. every normalized disjoint sequence contains a subsequence equivalent in $E$ to the unit vector basis of $l_p$). Answering a question raised in 2014 by Flores, Hernandez, Spinu, Tradacete, and Troitsky, for each $1<p<\\infty$, we construct a reflexive $p$-disjointly homogeneous rearrangement invariant space on $[0,1]$ whose dual is not disjointly homogeneous. 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