“That” not required
Incorrect : He said that, "I will take the next B.C.S. Examination.'
Correct: He said, "I will take the next B.C.S. Examination.' Or, He said that he would take the next B. C. S. Examination.
Note: You cannot use "that” in the direct speech when you repeat what someone has said without any change. "That' is used after the reporting verb in the indirect speech.
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