If you go to the beach on a hot summer day, the temperature of the sand is much higher than the temperature of the water. If we assume the same amount of energy was supplied by the sun to both the sand and the water, does sand or water require more energy to raise its temperature?

Water requires more energy to raise its temperature than sand does.  In fact, of all the common substances that we see around us every day, water is one of the BEST at storing heat energy.

This is a big part of the reason why we use frozen water to cool our soda, instead of cold wood or cold steel balls.  

It's also a big part of the reason why we warm up the bed in the Winter with a hot water bag, instead of a bag of hot rocks or hot BBs.

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