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"However, if you are going to end up making multiple passes across the same text file, there might be a more efficient way than lots of sed processes.

Example with double quotes and escapes:
...

here's my statement:

sed -i '4s/$/ #/' sed_test_file.txt

I want to edit the n'th line (the '4' is for the example) of the file (but you can't just put the n instead of the 4)

sed_test_file...