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When I use the DOS Copy command to copy multiple files into one file the result always has an extra blank line (cursor return line feed) at the end. How do I avoid creating this blank line?

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You could try using binary mode to see if it gives you the result you need:

COPY /B file1 + file2 dest
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Wanted to add, I had a similar problem and this worked for me. –  Shane Mar 24 '12 at 13:02
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