• Each day, difficult choices have to be made. Who will live, and who will die?
  • Each day, difficult choices have to be made; Who will live, and who will die?
  • Each day, difficult choices have to be made: Who will live, and who will die?
  • They are all correct. The only error is that the first letter after a semicolon is never capitalized. – Anonym Mar 30 '14 at 23:48
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    As the second main clause is the fleshing out of the first, the colon is a correct choice (but the 'who' would not normally be capitalised). The two sentence version also works. – Edwin Ashworth Mar 30 '14 at 23:49
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    Each day, difficult choices must be made: when should we use a colon, and when should we use a period? – J.R. Mar 31 '14 at 0:23

It is always correct to split two full sentences with a period (full stop). But, you may use a semi-colon or colon to join separate sentences.

But, where to use each is largely determined by the intention of joining those sentences.

If the sentences are merely related, then a semi-colon is a good choice.

Mary ate dinner; she had roasted chicken.

When the second sentence is really the thrust of the first question, a colon makes for a better choice. (In other words, it explains the first sentence.)

Mary ate dinner: it was roasted chicken.

In your particular example I would choose either the period or the colon based upon the above reasons.

Addressing your capitalization choices. The only punctuation mark of the three that requires capitalization after it is the period (full stop).

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All of them are correct, but "Why" in the second shouldn't be capitalized.

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    I would've thought that it shouldn't be capitalised in the third one either. – curiousdannii Mar 31 '14 at 3:25
  • I think the semi-colon is the weakest of them, though. – David M Mar 31 '14 at 3:45

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