If you are a highly-motivated student interested in an exceptional academic challenge, there are several scholars programs you might investigate. Note that some programs require an application to be submitted when you initially apply to Penn.

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The Integrated Studies Program is the first-year curriculum for College Benjamin Franklin Scholars.
Penn Civic Scholars is a four-year experience in civic engagement and scholarship.
University Scholars encourages intellectually dynamic students pursuing research and an early start to graduate and professional courses.
Vagelos Scholars Program in Molecular Life Sciences invites incoming students to major in two sciences or submatriculate for a Master of Science degree.
Public Policy Research Scholars is a certificate program for students interested in the impact of U.S. public policy on the domestic economy.