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A black, grey or navy coat would be the practical choice, but where is the fun in that? A yellow coat will set you apart from the masses and bring a little cheer on your grey winter days. See by Chloé have produced such a coat in the Oversized Mod Coat.
It is made from a wool mix in a bright yellow colour, and also features oversized flapped patch pockets, a Peter Pan style collar and three-quarter length sleeves. It costs £385, which may not be cheap, but you probably only ever going to buy one yellow coat.
It is available to buy from Net a Porter.