homomorphism with different rings

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say we have two commutative rings S and R and S$\subset$ R (subring). Say we have A, B modules over S and A', B' modules over R.

does it make sense to define a homomorphism between $Hom_S$(A,B) and $Hom_R$(A',B')?

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No, not in general. Even when $R=S$ there is no natural way of extending a morphism in $\hom (A', B')$ to one in $\hom (A,B)$. The other direction is equally problematic: there may exist morphisms in $\hom (A,B)$ which do not take $A'$ into $B'$ - in which case there is no way of making them restrict to morphisms in $\hom (A',B')$ (a concrete example being for $A=B=R= \Bbb Q$ and $A' = B' = S = \Bbb Z$: define $f : A \to B$ by $f(a) = \dfrac a 2$ and notice that $f(A') \not\subseteq B'$).