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Theoretically, as long as a file contains the necessary binary machine code, it could be run by a processor. One example is how on Windows, a screensaver is simply a program (just like a .exe) but with the .scr extension. However, as far as I know, most modern operating systems will not attempt to execute a file if it does not identify the file type as being executable, so you would need to somehow trick the operating system into actually starting a new process using the code from the file.
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