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Adjust rack to top position and preheat oven to 425 degrees. Wash and dry produce.
Trim, peel, and cut carrots on a diagonal into ½-inch-thick pieces. Trim, peel, and quarter shallot lengthwise. Remove and discard any large stems from kale; chop into bite-size pieces. Halve cucumber lengthwise; thinly slice into half-moons.