In European J. Combin. 30 (2009), 986-995, S. M. Hegde recently introduced set colorings of a graph G as an assignment (function) of distinct subsets of a finite set X of colors to the vertices of G, where the colors of the edges are obtained as the symmetric difference of the sets assigned to their end vertices (which are also distinct). A set coloring is called a proper set coloring if all the nonempty subsets of X are obtained on the edges. A graph is called properly set colorable if it

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... s a proper set coloring. In this paper we give a proof for Hegde's conjecture that the complete bipartite graph K a,b is properly set colorable if and only if one of the partition sets is of cardinality 1, and the other one of cardinality 2 n − 1 for some positive integer n.