has revealed that he 'wouldn't have been able to live with himself' if he hadn't got involved to defend subway passengers from .
Penny, 26, , 30, on Monday, told Judge Jeanine Pirro in a new interview that he would have felt responsible 'if someone did get hurt' after the man threatened to kill people onboard.
'The guilt I would've felt if someone did get hurt, if he did do what he was threatening to do, I would never be able to live with myself,' the Marine veteran told Pirro in a snippet of Fox's The Five interview set to air on Wednesday.
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