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Grep can't match characters before EOL marker without ^M

My cygwin version appears to be "2.9.0(0.318/5/3)".

If I have a text file that has a line that ends with "abc", and I try
to grep for "abc$", it doesn't match.  I find that it does match "$"
and "abc^M$".

I've read some of the documentation about line endings in Cygwin.

I need to write some scripting that works on both Cygwin and Linux.
What do I need to do here?

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