The closing EOF needs to be on a line by itself.

Update: Sorry, I didn't notice this was Windows. Answer based on UNIX, e.g.

ken@ganymede: ~/tmp
$ rm fred
ken@ganymede: ~/tmp
$ perl -Mstrict -Mwarnings -E 'qx{cat <<EOT >fred
> hello
> EOT
> };'
ken@ganymede: ~/tmp
$ cat fred
hello
ken@ganymede: ~/tmp
$
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