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It wasn't a joke: Gwyneth Paltrow really is planning to open a gym with her personal trainer, Tracy Anderson, the same woman responsible for Madonna's freakishly muscular arms. Paltrow's publicist tells the Daily News that the gym will be located in Tribeca. But don't expect to see Gwynnie in person when it eventually opens: When she went on Oprah last fall with Anderson, she said her "favorite gym in the world" was the one located in her own home. [NYDN]