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If I send out an email from Marketo and some recipients unsubscribe or some email addresses get bounced back, will the email status of the lead information get updated automatically (e.g. email status --> bad, Unsubscribed --> true, Email invalid --> true ...etc)? If that happens, are the changes also synced to SalesForce?
The attributes get logged in Marketo, but I believe you will need a workflow to update a field to sync with SFDC
Unsubscribed=Email Opt Out in SFDC, so yes.
For other fields you would need to map them over in SFDC or push the value with a workflow.
If you want other values like Clicked/Opened/Delivered, you can set that in Admin > SFDC Activities. Not really recommended, but you can.
Alternatively, you could set up a channel with the statuses (more on this here: Create a Program Channel - Marketo Docs - Product Docs)) you want to track and then sync that to an SFDC Campaign.