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The interference channel with a cognitive relay (IFC-CR) consists of the classical IFC with two independent source-destination pairs whose communication are aided by an additional node, referred to as the CR, that has a priori knowledge of both sources' messages. This a priori message knowledge is termed cognition and idealizes the relay learning the messages of the two sources from their transmissions over a wireless channel. This paper presents improved outer and inner bounds on the capacity region of the general memoryless IFC-CR that are shown to be tight for certain classes of channels. The new outer bound follows from arguments originally devised for broadcast channels, among which Sato's observation that the capacity region of channels with noncooperative receivers only depends on conditional marginal distributions of the channel output, not on their conditional joint distribution. A simplified expression for the inner bound is derived, which contains all previously proposed coding schemes. The new inner and outer bounds coincide for a class of channels satisfying some strong interference condition, i.e., for these channels there is no loss in optimality if both destinations decode both messages. This result parallels analogous results for the classical interference channel and for the cognitive interference channel and is the first known capacity result for the general IFC-CR. Numerical evaluations of the proposed inner and outer bounds are presented for the additive white Gaussian noise case.