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This is possible with the following Operating Systems and file systems:

 

Operating / File System
Image Added Microsoft Windows Vista with NTFS volumes
Image Added Microsoft Windows 7 with NTFS volumes
Image Added Microsoft Windows 8 with NTFS volumes

An NTFS symbolic link (symlink) is a file-system object in the NTFS filesystem that points to another file system object. The object being pointed to is called the target.  Symbolic links should be transparent to users; the links appear as normal files or directories, and can be acted upon by the user or application in exactly the same manner.  Symbolic links are designed to aid in migration and application compatibility with POSIX operating systems, and were introduced with the modifications made to the NTFS file system with Windows Vista.  Unlike an NTFS junction point (available since Windows 2000), a symbolic link can also point to a file or remote SMB network path. Additionally, the NTFS symbolic link implementation provides full support for cross-filesystem links.  However, the functionality enabling cross-host symbolic links requires that the remote system also support them, which effectively limits their support to Windows Vista and later Windows operating systems.  The below shows an example of a symbolic link and the target folder:

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