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Email Rob Meldrum for a copy of his e-book on how to set up a mandolin, especially if you don’t have a good luthier nearby.

It's probably the setup, as Gfury says. Otherwise, you'd be having the same problem with every string.

If it's not the setup, I've been told here that the most likely culprit is the nut. I had...

Could be your setup. Your action may be too high at the nut and/or the bridge.

You also may want to try lighter gauge strings until you gain more strength in your fingers.