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target="_blank" works for Chrome but not Firefox

I'm trying to open a new URL in a new window using <a href="FileName.pdf" target="_blank">. When I execute this using Chrome and Edge, it opens in a new tab as desired. But when I open it in Firefox, it opens in the same tab. I think this is a "feature" of Firefox. Is there any way to force a new tab to open?
I tried it with links to pages on the net and link to a local PDF file using a cut and paste of your <a> tag.

Firefox opened a new tab both times.