After George I died on 11 June 1727, Murray entered and won a competition to write a Latin poem titled "The Death of the King". His actions were seen as a show of support for the House of Hanover and the political "status quo", something odd considering the strong Jacobite sympathies of his family. He probably did this because, having no private income, he wished to secure patronage to help him advance politically. Another entrant was William Pitt, who was a constant rival to Murray until Pitt's death in 1778. There is very little information about Murray's time at Oxford; it is known that he studied ancient and modern history, became fluent in French and gained a good understanding of Roman Law. He also became fluent in Latin, translating Cicero's works into English and then back into Latin. He gained his Bachelor of Arts degree in 1727, and travelled to London to train as a barrister.