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In http://projecteuclid.org/DPubS/Repository/1.0/Disseminateview=body&id=pdf_1&handle=euclid.jmsj/1261734945 Chevalley shows the following related statement (Remarque p. 39): let $p$ be a prime, $K$ a field of characteristic different from $p$, and $\zeta$ a $p^e$-th primitive root of $1$ in some algebraic extension of $K$, where $e\geq 1$ is any integer. Assume moreover that $-1$ is a square in $K$ if $p=2$. Then if an element $x\in K(\zeta)$ is a $p^e$-th power, then it is already a $p^e$-th power in $K$.