Theorem? For any sets A, B, C, and D, if A x B is a subset of C x D then A is a subset of C and B is a subset D.

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  Is the following proof correct? If so, what proof strategies does it use? If not, can it be fixed? Is the theorem correct?  

Proof: Suppose $A \times B \subseteq C \times D$. Let $a$ be an arbitrary element of $A$ and let $b$ be an arbitrary element of $B$. Then $(a, b) \in A \times B$.  Since $A \times B \subseteq C \times D$,  $(a, b) \in C \times D$. Therefore $a \in C$ and $b \in D$. Since $a$ and $b$ were arbitrary elements of $A$ and $B$, respectively, this shows that $A \subseteq C$ and $B \subseteq D$.

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The proof is right, so long as neither $A$ nor $B$ are empty (e.g. if $B$ is empty, we can choose $A$ freely, so the theorem fails; it could be that $A\not\subseteq C$) - you implicitly assume this when you take an element from each.