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A proper noun or adjective in a hyphenated compound retains the capital:
In general, do not capitalize prefixes or suffixes added to proper nouns:
In titles of works, it was once customary to capitalize only the first element in a compound.
However, most style guides today recommend capitalizing all elements in such a compound except articles (a/an, the), coordinating conjunctions (and, but, for, nor, or, so, yet) and short prepositions of two or three letters:
If headline-style capitalization is being used, follow the guidelines given above for titles of works.
However, if sentence-style capitalization is being used, do not capitalize the second or subsequent elements in the compound except in the case of a proper noun or adjective.
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