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First, because, besides hemoglobin, they contain a large number of copies of the enzyme carbonic anhydrase on the inside of their cell membrane. Carbonic anhydrase, as its name suggests, acts as a catalyst of the exchange between carbonic acid and carbon dioxide (which is the anhydride of carbonic acid). Because it is a catalyst, it can affect many CO2 molecules, so it performs its essential role without needing as many copies as are needed for O2 transport by hemoglobin.