Where should I store a foreign key?

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If I have a relationship between two tables (both tables have their own primary keys) what should guide my decision as to which table should store the foreign key? I understand that the nature of the relationship probably matters (one-to-one, one-to-many, many-to-many, uni-directional, bi-directional), and probably access patterns matter too. What is a systematic way of making that decision though?

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