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μ Orionis was identified by spectroscopic studies as a quadruple-star system. Seventeen high-precision differential astrometry measurements of μ Ori have been collected by the Palomar High-precision Astrometric Search for Exoplanet Systems (PHASES). These show both the motion of the long-period binary orbit and short-period perturbations superimposed on that caused by each of the components in the long-period system being themselves binaries. The new measurements enable the orientations of the long-period binary and short-period subsystems to be determined. Recent theoretical work predicts the distribution of relative inclinations between inner and outer orbits of hierarchical systems to peak near 40 and 140 degrees. The degree of coplanarity of this complex system is determined, and the angle between the planes of the A–B and Aa–Ab orbits is found to be 136.7 ± 8.3 degrees, near the predicted distribution peak at 140 degrees; this result is discussed in the context of the handful of systems with established mutual inclinations. The system distance and masses for each component are obtained from a combined fit of the PHASES astrometry and archival radial velocity observations. The component masses have relative precisions of 5% (component Aa), 15% (Ab), and 1.4% (each of Ba and Bb). The median size of the minor axes of the uncertainty ellipses for the new measurements is 20 micro-arcseconds (μas). Updated orbits for δ Equulei, κ Pegasi, and V819 Herculis are also presented.