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In the end of Captain America, Tony Stark's father retrieves the Tesseract.
In Captain Marvel we are shown that Lady Marvel was working with the Tesseract.
How does the Tesseract go from Mr.Stark to Lady Mar Vell?
EDIT: What I'm looking to find out is how does she take the Tesseract out of the Earth and stow it away on a space station without anyone knowing. Is there any clue that could tell us how Mar Vell gained so much clearance to Project Pegasus, that she could relocate the Tesseract without anyone in S.H.I.E.L.D knowing?