I'd not be concerned with shooting them with any large caliber. That long hair soaks up a lot of blood so unless you anchor them quick you may be surprised on how little of a blood trail they leave. In a trap it's easy, a 22lr puts them down quick. One coming in to a call all amped up on adrenaline? Any caliber you are comfortable shooting. Bullet selection, and angle of shot will determine what exit wounds may look like. I'd worry about killing it quick, then be thinking about exit holes. You may only get one chance when they open your hunt back up... take enough gun.
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