I think Anne Hathaway gives the most under-appreciated performance in "Brokeback Mountain."
Her line readings on the telephone with Ennis make perfectly clear (to me) that Lureen is lying and that Jack was indeed murdered by fag bashers
As for other implications raised in this thread:
If Jack was murdered, what happened to Randall? I'm assuming that Jack and Randall were not sufficiently discreet in their relationship, or at least Jack wasn't. I'm totally projecting here, but my hunch is that Lureen knows exactly how and why Jack was murdered.
Therefore, the way Anne Hathaway says "You're the fishing buddy or the hunting buddy, I know that." indicates to me that Lureen has already put 2 & 2 together and figured out that Jack and Ennis went fishing the same way Jack and Randall went fishing. So maybe, for her, the big shocker is the realization that Jack and Ennis had known each other for 20 years, since before her marriage to Jack, and that Jack's wishes about his ashes being scattered on Brokeback signify that his relationship with his fishing buddy Ennis was stronger than his relationship with his wife and son.
Or maybe I'm completely off the wall here.
But I do know that Anne Hathaway gave a great performance as Lureen. And her telephone scene with Ennis will be as famous in movie history as Anna Held (Louise Rainer)'s phonecall to Florenz Ziegfeld (William Powell) congratulating him on his marriage to Billie Burke (Myrna Loy) in "The Great Ziegfeld."