One brand new one will be overly sensitive and the others dull, making for lousy fuel economy, really bad performance, more CE lights and who knows what. I guess it's possible, but I've been warned over and over by my own mechanic and people on lists everywhere not to do it.
Drive the car "as is" if you can, grit your teeth every time you see that CE light, and save up enough to swap out all four asap.
Thank goodness you don't have to change these out all the time, huh?
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