Madrid got off to the perfect start as Ronaldo beat one defender before striking the ball into the bottom corner.
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Despite good pressure from the home side, it was Madrid who had the game's next half chance; however, Benzema was unable to reach Ronaldo's cross
Yago Falque then had the ball in the net for Rayo, but it was ruled out for offside.
Madrid immediately took advantage of that with their second of the night. This time Benzema was able to reach Gareth Bale's cross and headed the ball into the back of the net.