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When substituting, use common sense. Cayenne pepper is as much as 50 times hotter than sweet paprika, so a 1:1 substitution wouldn't work unless you want some heat—the right substitution, in this case, would be 1/3 of a teaspoon of cayenne per 1 teaspoon of paprika. Make an informed decision, but also use thorough recipes that might suggest reasonable substitutions.