On the VH1 show True Spin, Duran Duran explained that Rio is a metaphor for America, and the song expressed their desire to succeed there, which they did. The wordplay is interesting, as Rio is sung as if it's a girl's name, and the word conjures images of the popular and glamorous Brazilian city, which goes with the exotic image the band was cultivating. The lyrics clearly state, however, "from mountains in the North down to the Rio Grande," which is the span of America. The Rio Grande river separates the US from Mexico.
A few studio tricks were employed to get a distinctive sound for this song. The synthesizer was hooked up to an arpeggiator, which is a tool that creates an arpeggio effect by automatically stepping through a sequence of notes. Also, keyboard player Nick Rhodes made the sound at the beginning of the song by placing some metal rods on the strings of a grand piano, playing the instrument, then recording the sound backward.
The girl heard laughing in the instrumental break is Nick Rhodes' girlfriend at the time, Cheryl. You can also hear her on "Hungry Like The Wolf," where she does some heavy breathing and another laugh.
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