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Melt the butter in a heavy bottomed saucepan over very low heat. When the butter is completely melted, stir in the flour with a wooden spoon. Cook for one minute over low heat stirring constantly. Slowly add the milk. Using a whisk, stir briskly until you have a smooth sauce, about 2 minutes. Add the wine, lemon juice,salt, black pepper, and cayenne pepper and whisk again. Stir until mixture thickens then remove from heat.
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