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No.
James Belushi has albanian ethnic heritage and he is Eastern Orthodox Christian. 

Albanians are the only ethnic group in Europe that have 2 religion backgorund : Christians ( both catholic and orthodox ) and muslim ( mostly catholics converted by turks into muslims). 

P.S Im an albanian and recently James Belushi took albanian citizenship, so now he has both american and albanian , we are proud of him and of John Belushi too .