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In the book Set Theory: with an introduction to real point sets (problem 15 on page 9)

The problem states: If $\mathcal{R}$ is a relation, then $\mathcal{R}$ is a relation on some set $A$.

How can I prove this? (In particular, how would one construct such an $A$?)

I understand that R is a set of ordered pairs---where the first coordinate belong to some set $X$ and the second coordinate belongs to some set $Y$. But the sets $X$ and $Y$ are not necessarily identical.

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