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Default Matching values in 2 columns

Hi, I'll try to make this as clear as i can. I have 2 columns say 'A' and
'B'(A has around 22000 values, the other with around 10) on seperate
worksheets in a workbook. I want a script that will loop through one column
and delete the rows(in column 'A') that don't match with the values in the
other column('B'). Can anyone help me? I'm pretty new to VBA. Thank you
 
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