Rory McIlroy did it a few weeks ago when he won the BMW PGA Championship on the European Tour. Phil Mickelson is looking to do the same this week and complete his career Grand Slam.

Is Rory McIroy better at blocking out external pressure than Phil Mickelson?

On the day Mickelson was cleared of any wrongdoing in connection with an FBI and Securities and Exchange Commission investigation of insider trading in shares of Clorox, he went out and shot an even-par 70 during his first round of the U.S. Open at Pinehurst No. 2 in Pinehurst, N.C., on Thursday.

He trails leader Martin Kaymer by five strokes, but FoxSports.com reported that Mickelson actually played better from tee to green than Kaymer. Mickelson shot 31 putts to Kaymer's 25 to make up the difference in the scores.

"I'll continue to say, I haven't done anything wrong," Mickelson said to reporters after the opening round, according to ESPN.com. "I'm willing to help out, love to help out any way on the investigation. So like I said before, with an investigation going on, I'm not going to comment any further on it. But I'll continue to say that I've done absolutely nothing wrong.''

Phil Mickelson investigated for insider trading

Mickelson still is under investigation for collecting nearly $1 million after trading on Dean Foods,
ESPN added, citing a New York Times report. But if he is to be believed about his comments, then he must feel like a weight has been lifted from his shoulders.

Mickelson's round was similar to the play of McIlroy at the BMW. McIlroy had the unenviable task of telling reporters that he and fiancée Caroline Wozniacki had broken off their engagement and ended their relationship. It was widely reported that McIlroy was the one to initiate the breakup, and his play on the course reflected that of someone who freed himself of a burden. McIroy shot a final-round 66 to erase a seven-stroke deficit and capture the BMW PGA title. Now Mickelson is playing care-free, and it shows.

"I didn't miss a fairway with my driver; it's an unusual thing for me," he said.

"The driver feels really good. I think that's the club that is going to help me play well this week. And the one club that's hurting me is the putter. So I've got to get that turned around the next couple of days."

Mickelson easily could remain in contention through all four rounds, and if his putting comes around, he could ready to hoist his first U.S. Open trophy.

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