"This shows you what can happen," Jenny explained, "if you don't get a good night's sleep."
Explanation:
This is the sentence that contains a properly punctuated and capitalized direct quotation. In this quotation, the author starts by using a capital letter. Moreover, he separates the quotation from the rest of the sentence by using commas. Finally, the author places the whole text of the quotation within quotation marks. All of this ensures that the sentence is written correctly.
