Alex Rodriguez and Ryan Lochte bond over their respective scandals

Alex Rodriguez is mentoring Ryan Lochte for his new CNBC show, "Back in the Game," and in a preview clip, the athletes bond over their respective sports scandals. Rodriguez was suspended for the entire 2014 MLB season for violating the performance-enhancing-drugs policy, while Lochte lied about being held at gunpoint during the 2016 Rio de Janeiro Olympics.

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